I've got my hand way up. Sorry, Congressman, but if cookies shock you, you don't what they are. It makes perfect sense that the default system would include persistent cookies; they're extremely common. And as Ed Morrissey notes, it's really hard to think of any pernicious use that the NSA would even have for cookie data.
By the way, I've got a cookie from spectator.org on my system that's set to expire in January 2038, so you'd better disable cookies on your browser right now if you're paranoid.