IE seems to have had lots of problems with domain cookies over the years.
I've found a new one. If the host name in contains an '_' domain cookies will
net be set in the browser.
It is really hard to see why IE has these issues cookie issues - my favorite
one was that IE 7 wouldn't allow you to set a cookie if the domain name had
an odd number of characters. Why not simply use case insensitive string
comparison when checking to see if a host matches a domain and be done with
it. It's what Chrome and Firefox do, and they work.
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