See: https://github.com/TYPO3/testing-framework/issues/36

diff --git a/Classes/Core/Functional/Framework/Frontend/RequestBootstrap.php b/Classes/Core/Functional/Framework/Frontend/RequestBootstrap.php
index f8b2a40..4f4020d 100644
--- a/Classes/Core/Functional/Framework/Frontend/RequestBootstrap.php
+++ b/Classes/Core/Functional/Framework/Frontend/RequestBootstrap.php
@@ -106,6 +106,12 @@ class RequestBootstrap
         }
         // Populating $_COOKIE
         $_COOKIE = [];
+        if ($this->request->hasHeader('Cookie')) {
+            foreach ($this->request->getHeader('Cookie') as $cookie) {
+                [$cookieName, $cookieValue] = explode('=', $cookie, 2);
+                $_COOKIE[$cookieName] = rtrim($cookieValue, ';');
+            }
+        }
 
         // Setting up the server environment
         $_SERVER = [];