A new session is not created by default by the Servlet container unless the servlet actually creates it explicitly. Just because the header is filled with JSEESIONID does not mean that the server must have a vision. An exception is JSPs, which by default create a session if it does not exist, except for <% @page session = "false"%>
Regarding the fact that cookies are not included:
A web container can use several methods to combine a session with a user, all of which are associated with an identifier between the client and the server. The identifier may be supported by the client as a cookie, or the web component may include an identifier in each URL returned to the client.
, , , URL-, cookie. encodeURL (URL) URL- . URL- cookie ; URL- .