Why having cookies on token based authentication using Identity Server and asp.net core 2

I am creating a sample application to just to understand how identity server 4 authentication works with Asp.net core 2. I have noticed some cookies are generated for different levels as it can be seen in the attached screenshot. My problems is why these cookies are generated?

Below statement, I take it from the Identity Server document. When identity server is configuring

IdentityServer internally calls both AddAuthentication and AddCookie with a custom scheme (via the constant IdentityServerConstants.DefaultCookieAuthenticationScheme),

Here why it calls AddCookies method on identity server itself?

Also when I configure Asp.net core web client to use Identity server authentication it also call AddCookie() method. When I try to comment it It will give me an error. I am bit of unclear what is happening here.

Identity Server Configurations

services.AddIdentityServer()
                .AddDeveloperSigningCredential()
                .AddToDoUserStore()
                .AddInMemoryIdentityResources(Config.GetIdentityResources())
                .AddInMemoryApiResources(Config.GetApiResources())
                .AddInMemoryClients(Config.GetClients());

            services.AddAuthentication("MyCookie")
            .AddCookie("MyCookie", options =>
            {
                options.ExpireTimeSpan = new System.TimeSpan(0, 0, 15);
            });

Web Client Configuration

services.AddAuthentication(options =>
            {
                options.DefaultScheme = CookieAuthenticationDefaults.AuthenticationScheme;
                options.DefaultChallengeScheme = OpenIdConnectDefaults.AuthenticationScheme;
            })
            .AddCookie()
            .AddOpenIdConnect(options =>
            {
                options.Authority = "https://localhost:44377/";
                options.RequireHttpsMetadata = true;
                options.ClientId = "ToDoTaskManagmentClient";
                options.Scope.Clear();
                options.Scope.Add("openid");
                options.Scope.Add("profile");
                options.Scope.Add("address");
                options.Scope.Add("roles");
                options.Scope.Add("usertodoapi");
                options.Scope.Add("countries");
                options.Scope.Add("subscriptionlevel");
                options.Scope.Add("offline_access");
                options.ResponseType = "code id_token";
                options.SaveTokens = true;
                options.ClientSecret = "secret";
                options.GetClaimsFromUserInfoEndpoint = true;
                options.ClaimActions.Clear();
                options.ClaimActions.MapJsonKey("given_name", "given_name");
                options.ClaimActions.MapJsonKey("family_name", "family_name");
                options.ClaimActions.MapJsonKey("role", "role");
                options.ClaimActions.MapJsonKey("country", "country");
                options.ClaimActions.MapJsonKey("subscriptionlevel", "subscriptionlevel");
                options.Events = new OpenIdConnectEvents()
                {
                    OnTokenValidated = e =>
                    {
                        var identity = e.Principal;
                        var subjectClaim = identity.Claims.FirstOrDefault(z => z.Type == "sub");
                        var expClaims = identity.Claims.FirstOrDefault(z => z.Type == "exp");
                        var newClaimsIdentity = new ClaimsIdentity(e.Scheme.Name);
                        newClaimsIdentity.AddClaim(subjectClaim);
                        newClaimsIdentity.AddClaim(expClaims);

                        e.Principal = new ClaimsPrincipal(newClaimsIdentity);
                        return Task.FromResult(0);
                    },
                    OnUserInformationReceived = e =>
                    {
                        e.User.Remove("address");
                        return Task.FromResult(0);
                    }
                };
            });