I know it's rude to answer your own query but adding
def groovyUtils = new com.eviware.soapui.support.GroovyUtils( context )
makes things work. Thus:
def groovyUtils = new com.eviware.soapui.support.GroovyUtils( context )
def httpRespHeaders = context.testCase.testSteps["Login"]
.testRequest.response.responseHeaders
def cookie = httpRespHeaders["Set-Cookie"]
// create new headers for next request
def httpReqHeaders = context.testCase.testSteps["GetPatientData"].testRequest.requestHeaders
// transfer cookie
httpReqHeaders["Cookie"]=cookie
context.testCase.testSteps["GetPatientData"].testRequest.requestHeaders=httpReqHeaders
Solves this problem