Yes it does mean something. a session is something that is identified by an ID on the client and is persisted on the server with the corresponding ID. It's a concept. It doesn't have to be stored in a cookie. A session can be represented by a token and stored in any client side storage.
> Ok, yes, session is a concept. Session state can be stored in its entirety or split between an ID and body.
the storage of session has absolutely nothing to do with the session. I'm not sure why you keep talking about Cookies it has nothing to do with the problem. JWT can be persisted with cookies as well.