Unfortunately, it is returning null because cookies from another domain are not accessible. This is a security feature.
Consider, for example, your session cookie for some website. If I could access that cookie via JS on another domain, then my malicious website (that I trick you into visiting), can then take that session information and give it to some hacker. Then it becomes much more likely that the hacker can hijack your session. All too commonly, there are not other measures in place to make sure that the session used is used by the same person, so all a blackhat needs is the ID and voila - total access as you to the website. Say you're logged into your bank on one window, and then have my hacked evil webiste open in the other... now I might be able to access your bank account. Whoops!
So - it's not possible, and for good reason!