You can't create a session, so I assume that it is a session variable that you actually create. The session variables are never cleared by themselves, so a possible reason is that you are getting a different session, and thus a different Session object that has it's own session variables, but not the ones you created in the previous session. Print out the Session.SessionID value on the page, so that you see if it changes.
--- It's amazing to see how much work some people will go through just to avoid a little bit of work.