The main reason for this behavior is to increase the server's performance. When there's an interaction going on between a client and a server. There will be data that the server should take care of to keep track of the client. Storing this data on the server will decrease the performance and to avoid this, the data is sent to the client and is not modifiable.
Another reason could be that the web application is using different servers for different actions and this information is sent in order to share server details with other servers.
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