@Sadman Sakib Sharing the discussion with the team internal and posting the update as updated here.
After looking at the issue, the infrastructure, and the announcement from Apollo for this package, I believe Apollo is the correct organization to post this issue because Apollo is providing the server in this sample. It just happens to be running on an Azure Function. Additionally, when I look for a solution on Apollo, it looks like the ApolloServer dependency needs to be swapped out for an Apollo server for express dependency in order to successfully set the cookie.
None of this is great news. I apologize for this.
I believe the sample works in this repo without cookes and doesn't currently include cookies in the code. Moving forward with the Apollo dependency, we will re-evaluate its use based on this feedback.