Make SetCookieJarFactory callback return `http.CookieJar` instead of `cookiejar.Jar`

[minahiko]

Currently using SetCookieJar it's possible to set a custom cookie jar implementation as http.CookieJar is an interface, when using SetCookieJarFactory there is not way to return a custom cookie jar implementation as it expects the cookiejar.Jar struct specifically for no reason.