If you're talking about something else, I've stated that antivirus detects around two-thirds of new malware on any given day. In case it wasn't already clear, two-thirds is terrible.
Your claim is far more extreme, though. You said "You're better off not using an antivirus". That's wrong. Antivirus won't keep you safe, but you're still safer with it than without it.
If you're saying cookies shouldn't be flagged by antivirus, that's wrong. Cookies can be associated with malware in any number of ways[1], although grayware (especially adware), which antivirus also flags depending on configuration, is a more likely culprit.
1. Check out PyExfil, for example: https://github.com/ytisf/PyExfil. Cookies for data exfiltration. DNS controls on firewalls are there for similar reasons.