We tested seven MCP clients and found that MCP sessions have no consistent relationship to user conversations. Claude.ai maintains one session forever across all chats. Cursor creates a pool of 6-8 sessions shared across all conversations with zero differentiation. Only Claude Code creates new sessions per conversation. We dug into Cursor's source code and found that composerId — a unique conversation UUID — flows through the entire call chain but is dropped before the HTTP request, while Codex already ships session_id in _meta. Then the 2026-07-28 MCP release candidate arrived and eliminated sessions entirely, replacing them with per-request _meta and stateless requestState blobs. This talk presents the empirical findings, the source code analysis, and how the new spec's Multi-Round-Trip Requests and requestState mechanism finally solve per-conversation state management for MCP servers.