if you added a custom Arr-Disable-Session-Affinity header, as shown below in your Azure Web.config web application, then this is the correct behavior that you still see in Disable-Session-Affinity with a value set to true, and the ARR cookie is removed in the HTTP response. I think this is a false statement in the help blog that you indicated, which states that the Arr-Disable-Session-Affinity header will be removed.
If you want to delete this header, then a cookie will be presented, it will be mutually exclusive.
<system.webServer> <httpProtocol> <customHeaders> <add name="Arr-Disable-Session-Affinity" value="true" /> </customHeaders> </httpProtocol>

juvchan
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