Because, as far as the server is concerned, the Session hasnt changed. If you add things to the Session Bag, this will, invariable, change your session ID. This is built into .net so I am not sure what kind of resolution you are looking for.
Again, read this link as it explains Session quite well.
http://forums.asp.net/7504/ShowPost.aspx
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Unless, of course, you want to hire me to do work for you.
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