E.g. when I click on the below link, whether logged-in or logged-out, I get:

http://blog.phacility.com/post/stripe_ctf3/

Unhandled Exception ("Exception")
This Phabricator install is configured as "https://secure.phabricator.com/", but you are using the domain name "blog.phacility.com" to access a page which is trying to set a cookie. Acccess Phabricator on the configured primary domain or a configured alternate domain. Phabricator will not set cookies on other domains for security reasons.