docs(data-fetching): fix and simplify cookie proxy example (#5770)

docs/content/2.guide/2.features/5.data-fetching.md

@@ -212,24 +212,20 @@ Here is a list of common headers that are NOT to be proxied:
  If you want to pass on/proxy cookies in the other direction, from an internal request back to the client, you will need to handle this yourself.
 
 ```ts [composables/fetch.ts]
-export const fetchWithCookie = async (url: string, cookieName: string) => {
-  const response = await $fetch.raw(url)
-  if (process.server) {
-    const cookies = Object.fromEntries(
-      response.headers.get('set-cookie')?.split(',').map((a) => a.split('='))
-    )
-    if (cookieName in cookies) {
-      useCookie(cookieName).value = cookies[cookieName]
-    }
+export const fetchWithCookie = async (url: string) => {
+  const res = await $fetch.raw(url)
+  const cookies = (res.headers.get('set-cookie') || '').split(',')
+  for (const cookie of cookies) {
+    appendHeader(useRequestEvent(), 'set-cookie', cookie)
   }
-  return response._data
+  return res._data
 }
 ```
 
 ```vue
 <script setup lang="ts">
-// This composable will automatically pass on a cookie of our choice.
-const result = await fetchWithCookie("/api/with-cookie", "test")
+// This composable will automatically pass cookies to the client
+const result = await fetchWithCookie("/api/with-cookie")
 onMounted(() => console.log(document.cookie))
 </script>
 ```