Thanks for the quick responses, Russell.
I don't recall the type of cookies when I last wrote. Right now, Cookie reports no cookies and Safari reports "Cookies" from four sites. In addition to those "Cookies" (whatever type they are), Safari reports a couple cache cookies and some local storage usage.
I did not know that Cookie does not delete session cookies. Information on http://cookieapp.com gives me the impression that a user has complete control over all cookies.
Thanks for your help.