This is recent behaviour, after years of use. Could possibly have come with 10.11.1, but can't be sure. Or a recent update of Cookie itself?
Anyway .. the Cookie window now seems to open and display itself on the desktop at all sorts of times when I haven't asked for it. Mainly, this seems to be the moment I quit any app. Very annoying. And since I'm running it headless, I have to use the mouse pointer to close the window again.
I also have the issue reported by others where despite having Cookie set to hide when open-end at login, it's always visible until I close it. I'm guessing this night be all part of the same issue??