Do not call the AssignTo method for TCookie. Instead, call the Assign method of the destination object. The Assign method of the destination object calls the AssignTo method if it does not contain code for copying the properties of a TCookie object. If the destination object is a TCookie object, AssignTo copies the Name, Value, Domain, Path, Expires, and Secure properties so the destination cookie generates the same Cookie header string. 

Assign