AEM is restful in nature and if you are relying on HTTP SESSION, then you are breaking the restful nature of AEM. You'll also not able to cache anything that is HTTP SESSION dependent.
So to use HTTP SESSION inside AEM is strongly NOT advisable.
Having said that, just to resolve your issue. You are seeing new session each time coz of following directive in your global.jsp or it might also be in your component JSP's
<%@page session="false"%>