Why am I getting 56% cookie usage with CDN?

I am baffled as to why some of my css images are failing the cookie test.

http://www.webpagetest.org/result/110815_SJ_1AYEM/1/performance_optimization/#cache_static_content

I am running the css through a cookieless subdomain and the response headers do not show a cookie being set

If you look at the request headers you can see that a __unam cookie is being sent up: http://www.webpagetest.org/result/110815_SJ_1AYEM/1/details/#request29

You could have Javascript or a cookie being set to the root domain.