Cookie not created until refresh?

[Broham]

I have the following nginx conf file (shortened for the purose of this
question) that is creating a cookie:

    map $http_referer $setCookie {
            default "";
            ~*somewebsite\.com          
"referrer=bl;Domain=.mysite.com;Max-Age=31536000";
    }
    
    server{
    
        listen 80;
    
        server_name mysite.com www.mysite.com dev.mysite.com;
    
        root /var/www/mysite.com;
    
        access_log /var/log/nginx/mysite.com.log spiegle;
    
    
        add_header Set-Cookie $setCookie;
    
        location  /{
                    #add_header Set-Cookie $setCookie;
        }
    }

The issue is that if I click on a link on `somewebsite.com` it navigates to
mysite, but does not create the cookie.  If I then refresh the page it will
create the cookie.  Why do I have to refresh to have the cookie created and
how can I get around this?

Posted at Nginx Forum: http://forum.nginx.org/read.php?2,233395,233395#msg-233395