This is the bug that refer to RFC-42 HTTP Cookie Forwarding:
http://mapserver.gis.umn.edu/development/rfc/ms-rfc-42/
This RFC propose to extend MapServer to forward HTTP Cookies when doing OWS requests.
One method of authentication in distributed server environment is the use of HTTP Cookies. HTTP cookies are used by Web servers to differentiate users and to maintain data related to the user during navigation, possibly across multiple visits and for state information. Technically, cookies are arbitrary pieces of data chosen by the Web server and sent to the browser. The browser returns them unchanged to the server. The enhancement to MapServer would allow the application to forward any HTTP cookie (either from a http or https request for get or post) received from a client to any other server or service that MapServer would request information from.
This would require MapServer to receive and forward any cookies to new services during requests for operations (cascades) such as (but not limited to) WMS requests for: getmaps, getfeatureinfo and WFS requests for GetFeature?.