For data security and privacy reasons I want to know why Magento uses two cookies for one frontend session.
All I know is that one of them is being set in Mage_Cor
I'm going to call this one vestigial code. Varien relies heavily on the Zend Framework as the underpinning for Magento, so many of the classes (Zend_Session for instance) are used as parent classes for Magento implementations.
The Varien-set cookie labeled "frontend" is namespaced for the section of the site you visit (e.g. you will have a separate "admin" cookie if you log in through the backend), whereas the Zend cookie appears to be global.
Also note that I was able to delete the Zend cookie without any apparent deleterious effects (my login session and cart remained accessible, and the cookie was not immediately replaced).