When a client makes its initial request to the server, the server generates a Session ID and passes that back to the client. The client sends the Session ID with every subsequent request so the server knows which session/client is making the request.
Yes, for the purpose of this discussion.This tells me that you don't really believe that Sessions are always used with Profile State, or am I getting it wrong?
the server generates a Session ID and passes that back to the client, where in the client is the Session ID stored?
Most articles I've come across seem to imply that Profile Properties somehow magically know which browser has made the request, so they tend to skip the explanation of how this actually happens.
Each web page is independent, so the only way Profile Properties know which browser sent any page is by using a mechanism like cookies, url embedding, or some form of browser caching or similar.
Simply put, how does the Profile state management system know which page request belongs to its unique ID?
With Session State they use cookies and url embedding, what is used with Profile State?