So they really aren't cooking it, they're placing a piece of food in a container with a false bottom which researchers will then take the raw food out and replace it with a cooked version. I know many animals, namely scavenger birds, also prefer cooked food to raw and will look around burned woods to find it. Further I know you can train a bird to take a token and put it in a box so a piece of food pops out. I don't find it all too surprising that you can train a chimp to treat a piece of raw food as the token that they need to use to get a better piece of food. I wouldn't be surprised if you could teach a lot of other animals the same.

http://www.scientificamerican.com/podcast/episode/chimps-would-cook-food-if-they-could/

Well, cooked food is better,so can you blame them?

Betcha it's still more nutritious than a McDonalds...