Some cooking wines are distilled to remove the alcohol, so they can therefore be sold in "dry" counties where alcohol is banned. That's the only reason for it. It should be a crime to still call it wine.
Cooking wine (including Sherry) is worthless and probably one of the main reasons non-wine drinkers are disappointed in the results of their recipes! When in doubt, look for dry on the label or ask for help. Sweet wines generally don't work in main dishes. You need not spend a lot of money on cooking wine, and it does make a difference!
I am attempting coq au vin using 2 bottles of Rex - Goliath cabernet sauvignon or free range red, it is pretty tasty and not expensive wine. I'll be using a year old 7.3 lb dressed out rooster we processed on Saturday tonight.