This posting made from the web-site. If you want to respond, fix your problems. The annoyance-delay you built into the posting. Not all cookies are evil.
Cookies can serve a useful purpose, and they can be used for more nefarious means.
That way, you don't need to keep logging in every time you read another message. In much the same way, SpamCop remembers free users with a cookie so they don't need to login every time. As far as I can tell, it does nothing more evil than saving you a few seconds of time. If it's changed significantly, I may be totally wrong.