I tested this out in ASP.NET v1.1 and confirmed that ASP.NET does not ensure that the response from the server is encrypted.
I can confirm that in v1.1 issuing secure cookies DOES NOT enforce the initial issuance occurs on a secure connection. To address your concern of being incompatible a new flag could be added to the HttpCookie class.
This problem is not present in v2.0 but could you guys please fix this in v1.1?
All the .NET code I perform security reviews on is written in 1.1.