**Is your feature request related to a problem? Please describe.** The `Wrap` function from https://github.com/aws/aws-lambda-go/blob/main/lambdaurl/http_handler.go#L105 creates an `http.Request` from an `events.LambdaFunctionURLRequest`. I don't see any references to proxying the original request's cookies similar to what [aws-lambda-go-api-proxy](https://github.com/awslabs/aws-lambda-go-api-proxy/blob/master/core/requestv2.go#L169C1-L173C1) does: ```go for _, cookie := range req.Cookies { httpRequest.Header.Add("Cookie", cookie) } ``` This is a deal-breaker for me because my stream handlers rely on cookies **Describe the solution you'd like** Copy and paste that code block (I'll do this with a PR after creating this issue). **Describe alternatives you've considered** I don't think this module would like to take a dependency on `aws-lambda-go-api-proxy` so copying and pasting may be best. **Additional context** None.