Fixed the dont_merge_cookies example in docs

[11-aryan]

• Removed the whole part about sending custom cookies with dont_merge_cookies from the example
• Added warning that the custom cookies are ignored when dont_merge_cookies is set to true

Resolves #5936.

[codecov]

Codecov Report

Merging #6077 (9dd635d) into master (0e64dec) will not change coverage.
Report is 1 commits behind head on master.
The diff coverage is n/a.

❗ Current head 9dd635d differs from pull request most recent head 42adbb2. Consider uploading reports for the commit 42adbb2 to get more accurate results

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #6077   +/-   ##
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  Coverage   88.95%   88.95%           
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  Files         163      163           
  Lines       11571    11571           
  Branches     1876     1876           
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  Hits        10293    10293           
  Misses        969      969           
  Partials      309      309           

[wRAR]

Thanks!