Why does this setting exist? proxy.headers.remove (Cookie and Authorization are always removed)

### Use case

I now expect how to configure the cookie field in headers instead of writing to the cookie.

If you need to write the cookie field in headers to the cookie, why not let the user configure it? Forcing default removal doesn't feel like a friendly setting

I configure a key-value value in headers manager that can be a cookie:

anticipate:

actual：

### Possible solution

_No response_

### Possible workarounds

_No response_

### JMeter Version

5.6

### Java Version

_No response_

### OS Version

_No response_

Start by reproducing the reported behavior in JMeter 5.6 with Headers Manager and the proxy.headers.remove setting, checking whether Cookie and Authorization are always removed. Then trace the proxy header-removal configuration and its documentation to determine the intended behavior. Done should include an agreed configurable outcome and coverage for the reported header cases.

Written by the indexing model from the issue text.