Session cookie set for anonymous users

In my sites, advuser is not enabled for any user roles; I use it only as admin.

I was very surprised, therefore, to find a session cookie set for anonymous users.

It looked like this:

[advuser] => Array
    (
        [accounts] => Array
            (
            )
        [deselected] => Array
            (
            )
        [filters] => Array
            (
            )
        [phase] => Array
            (
                [id] => 0
            )
        [return] =>
        [selectall] =>
    )

I have now disabled the module and the cookie is gone but I am interested in using it again once this is resolved.