cy.request does not work with followRedirect: false and Set-Cookie in 3.5.0

Hi! 👋

We have a test where we want to test redirects, unfortunately it breaks after update to cypress 3.6.1 from 3.3.2:

it('test', () => {
    cy.request({
      url: '/pages/somePage',
      followRedirect: false,
    }).then(resp => {
      expect(resp.status).to.eq(302)
      expect(resp.redirectedToUrl).to.eq("https://example.com/")
    })
})

Error

CypressError: cy.request() failed trying to load:

http://localhost:8000/pages/somePage

We attempted to make an http request to this URL but the request failed without a response.

We received this error at the network level:

  > The "url" argument must be of type string. Received type undefined

Versions

3.6.1

[jkroepke]

I can confirm this error.

If followRedirect: false is defined, the error The "url" argument must be of type string. Received type undefined is thrown

[Postavshik]

I confirm. Same issue for me in 3.6.1. Version 3.6.0 works fine