Reproduction:
1) In any HDRP project add a Spot light
2) Assign attached image as a cookie
3) Switch light type to Point

Result: The cookie will be rendered in a weird way with non descriptive errors in the console.
Actual: Unsure what we should do, maybe dont apply the cookie if its not a cube map? Or at least change the errors to be more descriptive, saying that this texture type is unsupported for this light type.