IE doesn't actually delete the cookies

Question

Pressing Ctrl+Shift+Del brings up the deletion dialog in almost all browsers (I\'ve tested IE, Firefox, and Chrome), where you can delete cookies,

Answer 1

There are two types of cookies: session and persistent. In your case, session cookies should be considered.

In IE 9 when you use Ctrl+Shift+Del option, you delete only persistent cookies.
If you want to delete session one, you must hit F12 to open the Developer Tools, click Cache and Delete session cookie