Using cookies for REST API auth to retrieve information failing with 401

/rest/api/2/issue/{issue_key}

< HTTP/1.1 401 Unauthorized
 * Server nginx is not blacklisted
 < Server: nginx
 < Date: Tue, 01 Nov 2016 09:52:35 GMT
 < Content-Type: application/json;charset=UTF-8
 < Content-Length: 109
 < Connection: keep-alive
 < X-AREQUESTID: 712x16295x1
 < X-ASEN: SEN-5941992
 < X-AUSERNAME: anonymous
 < X-ATENANT-ID: milkcoffee.atlassian.net
 < Cache-Control: no-cache, no-store, no-transform
 < X-Content-Type-Options: nosniff
 < WWW-Authenticate: OAuth realm="https%3A%2F%2Fmilkcoffee.atlassian.net"
 <
 * Connection #0 to host milkcoffee.atlassian.net left intact
 \{"errorMessages":["You do not have the permission to see the specified issue.","Login Required"],"errors":\{}}