How do I remove the Set-Cookie in the response header?

The HTTP status query on the page is as follows. The purpose is to accelerate CDN. The Set-Cookie return status code in the "Turn" message about CDN is as follows: 200 the HEAD information returned on the webpage is as follows: Date: Mon, 03Mar201409: 02: 08 GMTServer: Apache2.2.22 (Win64) PHP5.4.3X-Powered... The HTTP status query on the page is as follows. The purpose is to accelerate CDN. Set-Cookie in the "Turn Back" message is required for CDN.

Status Code: 200
The HEAD information returned from the webpage is as follows:
Date: Mon, 03 Mar 2014 09:02:08 GMT
Server: Apache/2.2.22 (Win64) PHP/5.4.3
X-Powered-By: ThinkPHP
Set-Cookie: PHPSESSID = assum1ediernlvg12ao3cf2ha2; path =/
Expires: Mon, 03 Mar 2014 12:02:08 GMT
Cache-Control: max-age = 3600
Last-Modified: Sat, 01 Mar 2014 13:34:36 GMT
Vary: Accept-Encoding, User-Agent
Keep-Alive: timeout = 5, max = 100
Connection: Keep-Alive
Transfer-Encoding: chunked
Content-Type: text/html; charset = UTF-8

Reply content:

The HTTP status query on the page is as follows. The purpose is to accelerate CDN. Set-Cookie in the "Turn Back" message is required for CDN.

Status Code: 200
The HEAD information returned from the webpage is as follows:
Date: Mon, 03 Mar 2014 09:02:08 GMT
Server: Apache/2.2.22 (Win64) PHP/5.4.3
X-Powered-By: ThinkPHP
Set-Cookie: PHPSESSID = assum1ediernlvg12ao3cf2ha2; path =/
Expires: Mon, 03 Mar 2014 12:02:08 GMT
Cache-Control: max-age = 3600
Last-Modified: Sat, 01 Mar 2014 13:34:36 GMT
Vary: Accept-Encoding, User-Agent
Keep-Alive: timeout = 5, max = 100
Connection: Keep-Alive
Transfer-Encoding: chunked
Content-Type: text/html; charset = UTF-8

In the default tp Convention configuration, there is such a line:

/* SESSION setting */'session _ AUTO_START '=> true, // whether to enable the SESSION automatically

That is, the session is automatically started by default.
By default, the session of php sends the sess id as a cookie to the user proxy.