Better see this as I do not see feature cookie only the main F5 cookie https://my.f5.com/manage/s/article/K6850
https://my.f5.com/manage/s/article/K95345460
Maybe enable session tracking and see that the SESSION cookie is enforced.
The ASM Feature cookies
The ASM Feature cookies are set for client requests when one or more BIG-IP ASM features are activated or enabled, such as the following policy features:
- Login/Logout page enforcement
- CSRF enforcement
- Session tracking
- Dynamic parameters
- CAPTCHA enforcement