Axios Request to Frappe API is not receiving all headers in response

I am working on integrating Next.JS with Frappe. When I make an API call to ‘http://localhost:8000/api/method/login’ using axios, I am only receiving content-length and content-type headers in the response. I need the sid of the logged in user which is there in the Set-Cookie header for session purposes. I have set “allow_cors” in site_config.json too but the issue remains. Any help would be highly appreciated.

Console Log of Axios Response

Headers shown in Network