We deal with non negative s-harmonic functions in a cone C of R^n (with vertex at the origin), which satisfy 0-Dirichlet boundary conditions in the complement of the cone. We consider the case when $s$ approaches $1$, wondering whether solutions of the problem do converge to harmonic functions in the same cone or not. Surprisingly, the answer will depend on the opening of the cone through an auxiliary eigenvalue problem on the upper half sphere. These conic functions are involved in the study of the nodal regions in the case of optimal partitions and other free boundary problems and play a crucial role in the extension of the Alt-Caffarelli-Friedman monotonicity formula to the case of fractional diffusions.