It was my understanding that cookies are transferred with each subsequent http request, yet if I log in to a web application that uses cookie authentication, say on my browser, other applications on the same machine don't seem to send these previous cookies with their requests to the same address. Is my understanding of cookies incorrect?
Cookies are transferred "with each subsequent http request", on that browser. Cookie storage is browser-specific.
Unless browsers choose to share their cookie cache somehow, or read those of other applications (which would brand them as malware pretty quickly), they only know of the cookies set in that browser