Do you close all open tabs before closing Firefox?

Firefox stores cookies used in tabs that are currently open in the sessionstore.js file as part of saved session data, so those cookies will be restored if Firefox is closed without first closing these tabs.

You can set browser.sessionstore.privacy_level to 2 (never) or 1 (non-HTTPS) on the about:config page to disable saving cookies via session restore in the sessionstore.js file. The browser.sessionstore.privacy_level_deferred pref is used when you do not reopen the previous session automatically via "Show my windows and tabs from last time" and uses the same values.

You can open the about:config page via the location/address bar. You can accept the warning and click "I'll be careful" to continue.