Safari has three settings for accepting cookies:
-- Always
-- Never
-- Only from sites I visit.
The log out server is not a site you visit. To get safari to accept the cookie for the log out server, you have two choices:
-- Set it to "Always".
-- Use a cookie manager.
"Always" allows tons of tracking cookies, something Safari is rather poor at avoiding in the best of circumstances.
The best cookie manager (and infiltration stopper) is Firefox with NoScript extension. You can set it to accept certain specific cross-scripting moves and specific third-party site cookies. If you prefer Safari, search for "safari cookie manger" in Google or Yahoo.