The collab_2.png screenshot shows `User-Agent: ... Slack/4.1.2 ... Electron/6.0.10 ...`, so it's their own desktop app doing the https://slackb.com/... HTTP 301 -> https://*.burpcollaborator.com request. Perhaps their client implements its own quirky redirect-following, which keeps the the original `Cookie: ...` headers in the redirected request?

I find it hard to believe that any browser would keep the original `Cookie: ...` headers in a redirected request to a different origin.