Sitecore Digital Marketing System (DMS) requires that a single session is maintained throughout the entire user visit, in order for the Digital Marketing System to properly record analytics. One way to satisfy this requirement is to store the session state in a SQL database for all application servers.This provides a very robust environment, however, at a cost of additional maintenance overhead. More often than not, the load on application servers allows to switch to using sticky sessions on a load balancer. This configuration reduces maintenance overhead by eliminating a database, however, developers must be careful, as it may also negatively impact application performance, especially during usage spikes; thus, please, do your due diligence and perform some load testing before releasing this configuration into the wild. More useful information on Sitecore Scaling can be found on SDN in the Sitecore Scaling Guide.