[MichaelGG]

Another comment says that repeated headers aren't sent in the same connection. Thus that'd eliminate sending cookies except the first time, eh? So using multiple domains might hurt, since you need extra DNS lookups and TCP connections.

[michaelmior]

This is true although if you're not doing domain sharding and just have your static assets on a single domain, I don't think this is a concern. Certainly the performance benefit of having your assets served by a CDN on a different domain will outweigh the cost of the extra connection. (Assuming your CDN supports HTTP2.)

[PythonicAlpha]

Thanks, yes, when this is the case, that would eliminate the cookie-less domain reason.