cookie-free domain

Hi

I have 2 websites:

  • WordPress website x hosted at “a” hosting company
  • one-page html website y hosted at “b” hosting company

I run a speed performance for website y.
The report tells me " There are 36 components that are not cookie-free" and shows me 34 URL from website x , for example:
http://www.website_x.com/wp-content/uploads/2016/11/ebook14-300x179.jpg

How is it possible? What is the issue?
Two diferent hosting companies… how can the tester identified this issue?

Please, help me.
Thank
F.