Hormones are chemical messengers. They exist to relay messages between different organs and tissues. An organism is constantly sampling its environment and adjusting its internal state to optimize survival and reproduction. Within this framework, it is not at all surprising that cognition interacts with hormones; in fact, it would be kind of surprising to find a biochemical pathway that is entirely independent of cognition.
A good example is stress. For those of us in the first world, stress begins as something cognitive, but it is expressed hormonally as increased serum cortisol. All you have to do to change your hormone balance is start ruminating!
Another example is oxytocin. If another human touches you affectionately, you'll see a bump in serum oxytocin. But it depends on your judgment of how affectionate the contact is, which is cognitive.