Nginx: proxy_ignore_headers Set-Cookie is dangerous (fig example)

fig.yml

php:
  image: "php:5.6.5-fpm"
  volumes:
    - .:/usr/share/nginx/html
web:
  image: "nginx:1.7.9"
  ports:
    - "8080:8080"
  links:
    - php
  volumes:
    - .:/usr/share/nginx/html
    - ./nginx-default.conf:/etc/nginx/conf.d/default.conf

index.php

<?php

$old = $_COOKIE["test"];
$new = rand(0, 10000);
setcookie("test", $new);

?>
<code>
old: <?php echo $old; ?><br>
new: <?php echo $new; ?>
<hr>

<?php
foreach ($_SERVER as $name => $value) {
    echo "$name: $value<br>";
}
?>

</code>

nginx-default.conf

upstream backend {
    server 127.0.0.1:8088;
}

proxy_cache_path /usr/share/nginx/cache levels=1 keys_zone=zone1:1m inactive=10m max_size=10m;

#
# Front-end
#
server {
    listen       8080;
    server_name  localhost;

    location / {
        root   /usr/share/nginx/html;
        index  index.html index.htm index.php;
    }

    location ~ \.php$ {
        proxy_pass         http://backend;

        proxy_cache        zone1;
        proxy_cache_key    $scheme://$host$uri$is_args$args;
        proxy_cache_valid  200 10s;

        #
        # Front-end ---> Client (add_header)
        #
        add_header         X-Cache $upstream_cache_status;
        # add_header         Set-Cookie ""; # This doesn't work.

        #
        # Front-end ---> Back-end (proxy_set_header)
        #
        proxy_set_header   Host $host;
        proxy_set_header   X-Real-IP $remote_addr;
        proxy_set_header   X-Forwarded-For $proxy_add_x_forwarded_for;
        # proxy_set_header   Cookie ""; # Erase Cookie request header.

        #
        # Back-end ---> Front-end (proxy_pass_header / proxy_hide_header)
        #
        # proxy_hide_header Set-Cookie; # Erase Set-Cookie response header.

        #
        # Back-end ---> Cache (proxy_ignore_header)
        #
        proxy_ignore_headers Set-Cookie; # !!! DANGER !!! THIS CACHES COOKIES.
    }
}

#
# Back-end
#
server {
    listen 8088;

    root   /usr/share/nginx/html;
    index  index.html index.htm index.php;

    location ~ \.php$ {
        root           /usr/share/nginx/html;
        fastcgi_pass   php:9000;
        fastcgi_index  index.php;
        fastcgi_param  SCRIPT_FILENAME $document_root$fastcgi_script_name;
        include        fastcgi_params;
    }
}