My problem was in the code that does the request. It is angular and I use the angular http client.

With this http client you have to activate cookie sending via

this.http.post(
    this.spacesApiUrl, bodyData,
    {
        withCredentials: true   // adds cookies
    }
)

So if you have the same problem, chances are your code (the library you use) does not add the cookies. And as no cookies are added, no cookies tab is shown in chrome.