You can tell it not to use cookies, to get around the problems of them being more limited in size and being sent on each request so wasting bandwidth.

I'm guessing a mix of localstorage and sessionstorage isn't al that useful (I can't imagine a circumstance where localstorage is being cleared when sessionstorage isn't also or hasn't already been) but localstorage+indexeddb might give you some useful level of protection.