The design of the ISAKMP Phase 1 MIB (draft-ietf-ipsec-isakmp-di-mon-mib-00.txt) assumes that a cookie of 0 is illegal. Without that, we would have to dedicate a "boolean" variable to each cookie to say whether it's valid. (Worse, since the cookies are INDEX's, the booleans would also have to be INDEX's...) It also makes a hell of a lot of sense.