Hello. If somebody will be confronted with such difficulty, there is a workaround:

AppCode:

namespace UmbracoCMS.AppCode
{
    public class MyUmbracoApplication : Umbraco.Web.UmbracoApplication
    {
        protected void Session_Start(object sender, EventArgs e)
        {
            string cookieToken, headerToken;
            AngularAntiForgeryHelper.GetTokens(out cookieToken, out headerToken);

            CommonManager.AddCookie(AngularAntiForgeryHelper.AngularCookieName, headerToken);
            CommonManager.AddCookie(AngularAntiForgeryHelper.CsrfValidationCookieName, cookieToken);
        }
    }
}

<%@ Application Codebehind="Global.asax.cs" Inherits="UmbracoCMS.AppCode.MyUmbracoApplication" Language="C#" %>

namespace UmbracoCMS.AppCode
{
    public static class CommonManager
    {public static void AddCookie(string cookieName, string cookieValue)
        {
            AddCookie(cookieName, cookieValue, GlobalSettings.UseSSL);
        }

        public static void AddCookie(string cookieName, string cookieValue, bool secure, string path = "/", bool httpOnly = false)
        {
            var cookie = new HttpCookie(cookieName, cookieValue) {
                Path = path,
                HttpOnly = httpOnly,
                Secure = secure
            };
            if (HttpContext.Current.Request.Cookies[cookieName] != null) {
                HttpContext.Current.Response.SetCookie(cookie);
            } else {
                HttpContext.Current.Response.AppendCookie(cookie);
            }
        }
    }
}

It creates angular cookie.