I’ve been running in my 6/6.5 environment since the beginning with UPM and didn’t even realize that the cookies were not saving properly. Apparently this is a known issue and the fix is simple! You need to add 2 things to your UPM Group Policy object. First, Add “AppData\Roaming\Microsoft\Windows\Cookies” to the “Folders to Mirror” policy. Second, enable “Process Internet cookie files on logoff” under the “Advanced settings” folder. When the user logs out and back in again, UPM will start properly processing cookies. Note: This does add a couple of seconds to the logoff time for users. Keep in mind if adding this to an existing environment that it could add minutes to the logoff time the very FIRST time a user logs off if they have a lot of cookies.