The value of a cookieless domain may seem small. All of the cookies for a single site are typically less than 10 kilobytes combined. So why go through the work for such a small gain? Because the cookies are sent with every request for every asset. A quick look at popular online news outlets showed an average of 150 requests were made to load the home page. One of the sites, http://msnbc.com, made 265 asset requests in order to load the main page. If 10 kilobytes of cookies were sent with every one of those requests, user’s browsers would be uploading more than 2.5 megabytes of cookies to request assets that would never use those cookies.
Uploading data that will never be used is particularly bad because client requests are not compressed like client responses. Server responses can be compressed to an average 25% of their original size. And many users have asymmetrical internet connections that provide download speeds that are up to 20 times greater than upload speeds. When these circumstances are stacked, 150 kilobyes of upload can take longer than 5 megabytes of response data.
The HTML 1.1 specification limits the number of connections that a browser can establish to a single domain to two connections. Most current browsers disregard this limit and allow for between four and eight connections per domain. Cookieless domains allow browsers to download twice the number of assets simultaneously by adding the extra domain.
Its cheap, easy, and improves the site performance. Win, win win.