A CDN defines a file with the Set-Cookies header as a unique one. As a result, each user’s request goes to the origin. This option defines whether we will cache files with the Set-Cookies header as one file or as different ones. In most cases it is not effective to have copies of the same file with different cookies on the server.
How to ignore Set-Cookies for a CDN-Resource?
Go to CDN Resources, choose a CDN Resource and press Settings, open Advanced Settings and check Ignore Set-Cookies.