Chrome Version       : 59 and above
OS: Ubuntu 17.04
Tested on:
Google Chrome 59.0.3071.115
Google Chrome 61.0.3135.4 dev

What steps will reproduce the problem?
Starting Google Chrome in headless

What is the expected result?
That headless mode loads the default or a chosen profile with its cookies

What happens instead?
It doesn't load the profile or the profiles cookies

Command used:
google-chrome --headless --screenshot --disable-gpu  "http://somesite.com"

And I have tried manually setting the profile with:

google-chrome --user-data-dir=.config/google-chrome/Default --headless --screenshot --disable-gpu  "http://somesite.com"

And:
google-chrome --user-data-dir=.config/google-chrome --headless --screenshot --disable-gpu  "http://somesite.com"