Because the cookie jar uses a Monitor, it cannot be marshaled.

 [3] pry(main)> Marshal.dump(HTTP::CookieJar.new)
      TypeError: no _dump_data is defined for class Monitor
      from (pry):3:in `dump'
 [4] pry(main)>

I filed a bug with the ruby regarding the error for Marshaling Monitor. They expressed that this is intended behavior and Monitor cannot be properly Marshaled, which means that cookie-jar should probably handle this error
https://bugs.ruby-lang.org/issues/17334