HttpURLConnection with manual CookieHandler not working

Question

Java's default CookieHandler is good for one instance on one program, but i need many instance to request. so I coded manual Cookie Handler. here is my code. (Unirest is needed cause of Cookie thing)

import kong.unirest.Cookie

class CookieJar {
    val cookies = arrayListOf<Cookie>()

    fun supply(url: String): String {
        return cookies.filter { url.contains(it.domain?.trim('.') ?: ".") }
            .joinToString(";") { "${it.name}=${it.value}" }
    }

    fun consume(headers: Map<String, List<String>>) {
        val dist = cookies.toMutableList()
        val setCookie = headers["Set-Cookie"]
        val strings = headers["Set-Cookie2"]
        if (setCookie != null) dist.addAll(setCookie.map { Cookie(it) })
        if (strings != null) dist.addAll(strings.map { Cookie(it) })
        cookies.clear()
        cookies.addAll(dist.distinctBy { "${it.domain};${it.name}" })
    }
}

and here is my example. (Jackson databind is needed to read json)

import com.fasterxml.jackson.databind.ObjectMapper
import java.io.IOException
import java.net.HttpURLConnection
import java.net.URL
import java.net.URLEncoder
import kotlin.system.exitProcess

private val jar = CookieJar()
private val defaultHeader = hashMapOf(
    "Accept" to "*/*",
    "User-Agent" to "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/108.0.0.0 Safari/537.36",
    "Connection" to "keep-alive"
)

fun main() {
    CookieHandler.setDefault(null)
    val request = request("https://stackoverflow.com/", "GET")
        ?: throw RuntimeException("Request failed")

    val fkeyJson = (request.body.split(Regex("\r?\n")).map { it.trim() }.find {
        it.startsWith("<script type=\"application/json\" data-role=\"module-args\" data-module-name=\"Shared/options.mod\">")
    }
        ?: throw RuntimeException("fkey not found"))
    val fkeyJsonTree = ObjectMapper().readTree(
        fkeyJson.drop("<script type=\"application/json\" data-role=\"module-args\" data-module-name=\"Shared/options.mod\">".length)
            .dropLast("</script>".length)
    )
    val fkey = fkeyJsonTree["options"]?.get("user")?.get("fkey")?.asText()
        ?: throw RuntimeException("fkey not found")

    request(
        "https://stackoverflow.com/legal/consent-action",
        "POST",
        body = buildUrlEncoded("type" to "AcceptAllFromBanner", "fkey" to fkey, "bannerVersion" to "baseline")
    )
        ?: throw RuntimeException("Request failed")

    val thisShouldNotReturnCookie = request("https://stackoverflow.com/", "GET")
        ?: throw RuntimeException("Request Failed")
    if (thisShouldNotReturnCookie.headers["Set-Cookie"] != null) {
        println("Cookie received.") // this should never happen
        exitProcess(-1)
    }
}

fun buildUrlEncoded(vararg pairs: Pair<String, Comparable<*>>) =
    pairs.joinToString("&") { "${URLEncoder.encode(it.first, "utf-8")}=${URLEncoder.encode("${it.second}", "utf-8")}" }

fun request(url: String, method: String, header: Map<String, String> = defaultHeader, body: String? = null): Response? {
    var res: Response? = null
    val connection = URL(url).openConnection() as HttpURLConnection
    try {
        connection.requestMethod = method
        connection.doInput = true
        header.forEach(connection::setRequestProperty)
        connection.useCaches = true
        val supply = jar.supply(url)
        if (supply.isNotBlank())
            connection.setRequestProperty("Cookie", URLEncoder.encode(supply, "utf-8"))
        if (body != null) {
            connection.doOutput = true
            connection.outputStream.use {
                it.write(body.toByteArray())
                it.flush()
            }
        }
        connection.connect()
        val stream = if (connection.responseCode == 200) connection.inputStream else connection.errorStream
        res = Response(connection.responseCode, String(stream.readBytes(), charset("UTF-8")), connection.headerFields)
        jar.consume(connection.headerFields)
    } catch (io: IOException) {
        io.printStackTrace()
    } finally {
        connection.disconnect()
    }
    return res
}

data class Response(val status: Int, val body: String, val headers: Map<String, List<String>>)

This example is just click "Accept all cookies" to store cookies, and send main page to test cookie is stored. This should print nothing and closes with 0 exit code. but it always printing "Cookie received." and exit with -1.

I tested something, and i found HttpURLConnection is removing my "Cookie" header. How to keep cookies on my Reqeust? By the way, I tested it with UnirestInstance, it works. But i don't wanna use external library (Cookie will implemented as mine).

Example code: nothing prints and exit with 0 exit code. Actually resulted: prints "Cookie received." and exit with -1 exit code.