Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
Although the size of a single cookie that a web browser sends can be 4 KB, the total request cookie header size may be larger because this total size may include multiple cookies or even multiple cookie headers. In addition, external applications that create lots of individual cookies may generate the client HTTP request, and this increases the total HTTP cookie header size.
Active Directory Federation Services (AD FS) 2.0 claims authentication that is configured for a Forefront UAG trunk together with a published Microsoft SharePoint application also use claims authentication. This is true especially in the case in which there is a federated AD FS implementation. In this particular scenario, the total cookie header length can become fairly large. If the client request cookie header is not forwarded appropriately to the published AD FS or SharePoint application, the user may experience intermittent authentication failure or additional AD FS realm selection pages.
Because there may be multiple scenarios that result in a client request that has a total cookie header size greater than 5,120 bytes, Forefront UAG was changed to handle these requests appropriately.