When you have a login page (ASP or JSP) that is posting to the login.fcc and a Webagent with FCCCompatMode = Yes the SMTRYNO cookie is not generated.
With FCCCompatMode = No SMTRYNO cookie is correctly generated.
The SMTRYNO cookie could be useful to track authentication attempts.
When the fcccompat mode is used with forms you are required to handle the TYPE field in addition to the other fields normally found in the .fcc file. The fcccompat mode specifically uses this field to trigger the population of the SMTRY cookie.
Something like this can be added or it can be handled like any other fcc variable. The number is important as it defines that creds are required.
<INPUT type=HIDDEN name='TYPE' value="33554433">