From XHR, I had one "Set-Cookie: .ASPXAUTH". It was really installed, as I saw that next XHR, had this cookie inside in request part. The strange is why document.cookie doesnot contain it?
                
                A: 
                
                
              HttpOnly is the answer, looks like in this area we have an old war.
                  dynback.com
                   2010-01-04 12:52:47
                
              This is a security feature to protect cookie data against attacks like XSS.
                  Gumbo
                   2010-01-04 13:02:29