It is possible that people just have difficulty believing you. Do you have an untrustworthy persona ? Are you prone to falsehoods ? Do you ever place biscuits into wheelchairs ?
If the answer to these is negative then you might try addressing the situation from the opposite viewpoint. Rather than looking to find the barriers to cookies, take positive steps to ensure they are accepted. Certain sites (such as Blogspot par exemple) can simply seem to refuse to function in IE without specific authorisation. Go into your security settings and list the problem sites as one to ALWAYS accept cookies from and see if this solves your problem.
As we move well into the twenty-first century, you should also be advised that most people believe the more acceptable question to be “Why does everyone think my cookies are differently abled ?”