env.ASSETS.fetch doesn't return additional headers

I have a Pages project with a worker (advanced config) that attempts to add a cookie via adding headers to the env.ASSETS.fetch call

return await env.ASSETS.fetch(request, {
  headers: {
    'Set-Cookie': `${cookie}=${jwt}; Secure`
  }
});


the headers are not returned.
to sanity check if i return the following ther are:

return new Response(null, {
  headers: {
    'Set-Cookie': `${cookie}=${jwt}; Secure`
  }
});


to workaround i could either redirect (with the cookies), but what i'm attempting above seems reasonable so i wonder if there's an API bug?
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