Fixes #1806

Sure cookies are persisted to the session, but those new cookies are not added
to the next prepared request. We need to update that new request's CookieJar
with the new cookies.

/cc @teleyinex
This allows me to fetch the URL you specified quite quickly.

TODO:
- [ ] Find a way to reliably test this. Perhaps introduce [Betamax](https://github.com/sigmavirus24/betamax) to make this test reproducible.