Fortunately, this isn't a limitation of the modules, or of Perl. This is the ways cookies are designed and implemented. You may wish to read RFC 2965, Unofficial cookie FAQ, or Netscape's brief cookie description.

What if you could retrieve cookies from another domain?
Imagine this scenario...

You visit some great bookstore, buy some books, allow them to save your credit card number for your many future visits. Then somebody on irc invitse you to check out his new webpage, www.some-kiddiots-webpage.com, so you do. A clever Perl script at this site pulls all your cookies from your browser, ignoring the fact that they aren't in its domain, and "uh ohhh", your bookstore session is one of those cookies. Next day.. you have a $30,000 bill from your credit card company...

oooops ;)