Some of the website performance analysis tools I use to evaluate DreamObjects' efficiency correctly figure out that DreamObjects is mostly used for storing static content — but they complain that objects.dreamhost.com is setting cookies, which on a strictly static content server should not happen.
A way to configure a cookieless domain (using Apache) is here: http://kevinworthington.com/set-cookieless-domain/
Nevertheless, I understand that this might be tricky: after all, some DH customers might be using DreamObjects for different purposes, and not necessarily "only" for static content, and thus require setting cookies.
I suppose that the only way to turn cookies off on a case-by-case basis will be at the redirection level, e.g. when catching things like bucketname.objects.dreamhost.com. Or maybe this is going to be a feature when you introduce working CNAMEs as discussed on another thread?
Mind you, this is not necessarily very important. I can only imagine that at some point, potential customers will evaluate what kind of things are possible in Amazon S3 and other cloud storage services, and what DreamHost offers — what limitations there are. The ability to set cookieless domains, and thus earn a few more points on the ranking algorithms, is important for many who are obsessed with getting not only the best performance but also the best ranking from search engines like Google.