This is not a vulnerability (and I really don't like AppScan because of its false positives), the number of times I had to explain CSRF cookies do not need to be associated with a session in my small open source project becomes annoying).
All that happens in this case is the first time that something is saved in a session state with the created session identifier, a new session will be opened on the server in which there is nothing. If you are worried about committing a session, you can clear the cookie after authentication.
Session.Abandon();
Response.Cookies.Add(new HttpCookie("ASP.NET_SessionId", ""));
But with forms authentication, authentication data is not stored in the session, and therefore committing is not a problem at all.
, , - , , .