Membership URL Group not protected, with cookies blocked

Greetings:

I block one part of my site the forum and use the url group to block to all visitors and non-paid registered users. With some testing I found that if set your browser to block cookies, then it doesn't block the site, but allows full access? I am using bbpress, I am not sure if there is a better method with shortcodes or if there is a bug, but would like to know how to block the page if they have cookies off?

Thanks.