You can disable the cookie in portal-ext.properties. You should not change anything that is used by Liferay unless you are willing to dig into all of the code and modify to match the changes you're doing.
Long story short, having a cookie w/ user id doesn't give you a whole heck of a lot. Basically it's used to pre-populate the user name on the login form. Doesn't give you any access, doesn't violate authentication or authorization, etc.
So it's really nothing that you should worry about.
