In reality, download mode is exactly the same in the pbl and the sbl's. The difference (and resulting confusion) comes from the availability of resources at different points in the boot process. For instance download mode can access the emmc, but only after that subsystem has been successfully initialized by the bootloaders. This is where the cookie comed in. The magic numbers store a flag letting the earlier bootloaders know (after a warm reboot) the highest possible download mode that can be entered (before encountering the same fatal error as before).
Because all download modes are the same, the "cookie" is used to check whether emergency download (aka ehostdl) is available.
It's also worth mentioning that this boot cookie (all 3 magic numbers) are ONLY set when an error occurs. Under a normal boot the reserved memory region that holds these numbers will be unset or null. When an error is encountered one or more magic numbers are set (depending on the type of error) and the error is logged to it's own separate memory region (which can be read through jtag or via commands in download mode).