Why is it said that "HTTP is a stateless protocol"?

Question

HTTP has HTTP Cookies. Cookies allow the server to track the user state, the number of connections, last connection, etc.

HTTP has persistent connections (Keep-Alive) where several requests can be sent from the same TCP Connection.

Answer 1

Even though multiple requests can be sent over the same HTTP connection, the server does not attach any special meaning to their arriving over the same socket. That is solely a performance thing, intended to minimize the time/bandwidth that'd otherwise be spent reestablishing a connection for each request.

As far as HTTP is concerned, they are all still separate requests and must contain enough information on their own to fulfill the request. That is the essence of "statelessness". Requests will not be associated with each other absent some shared info the server knows about, which in most cases is a session ID in a cookie.