Thanks for response! As you can't maintain session state for ASP.NET applications in Azure using the default in-process method, you will need to opt for one of the other available methods, of which the most popular are Table storage, SQL Azure, or Azure Redis Cache.
To elaborate on this when implementing State Server, you need to start State Server service, change few Windows Registry keys, edit web.config and secure State Server if runs on dedicated machine and if the session server requires changes to registry keys it won't be possible in app services since those cannot be modified.
Reference: https://learn.microsoft.com/en-gb/azure/app-service/operating-system-functionality#registry-access
Also, InProc Session State is not supported on Azure websites. You may use external options or use SQL Azure as a session state provider or Redis cache to handle session