I believe your problem is that you're trying to pass a cookie header at the same time as a redirect header. AFAIK that's a no-no: If a browser receives a "redirect" http header that's all that's processed, you don't get to pass any bonus information like cookie headers and such.
The solution is to recode your CGI to display a "you are logged out" message (which is good form anyway) instead of a redirect. Then you CAN pass the cookie, and all will be right with the world.
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