The question never says anything about actually using sp_setapprole to create the cookie, so you can't use sp_unsetapprole to revert. I think you need to read my post again. You have to specify the option to create the cookie to be able to revert.

EXEC sp_setapprole 'user', 'password', @fCreateCookie = true, @cookie = @cookie OUTPUT

EXEC sp_unsetapprole @cookie