"<eom>"???
Yes it is. There are only 2 ways to give the illusion of statefulness to the stateless HTTP protocol using a server-based session object as the state-holder. One is to use cookies (or at least some sort of piggybacked content data). The other is to put the session identifier in the URL itself.
Cookies are not guaranteed. Users may disable cookies, and specialized webapp clients might not even support cookies. Even where cookies are technically allowed, developers might prefer to avoid them due to legal restrictions, such as recent measures passed in Europe.
The alternative is URL rewriting. It's more fragile than cookies, since people can easily bypass it and carelessly-designed webapps can forget to do the necessary URL rewriting when presenting hyperlinks. But when cookies are not an option, it's the only standards-supported alternative.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.