cookies: only save the cookie file if the engine is enabled

Follow-up to 8eddb8f4.

If the cookieinfo pointer is NULL there really is nothing to save.

Without this fix, we got a problem when a handle was using shared object
with cookies and is told to "FLUSH" it to file (which worked) and then
the share object was removed and when the easy handle was closed just
afterwards it has no cookieinfo and no cookies so it decided to save an
empty jar (overwriting the file just flushed).

Test 1905 now verifies that this works.

Assisted-by: Michael Wallner
Assisted-by: Marcel Raad

Closes #3621