The following security setting under Security -> Login on the Strategy Web 9.2.0 Administrator page has been introduced new in Strategy Web version 9.2.0

Prior to creating a Strategy session, the Web server on which Strategy Web Application is currently hosted creates a HTTP web server session for the current client request.
In versions before 9.2.0, Strategy would use the same HTTP web server sessions for all requests including the logout and login actions performed by Strategy Web using the same browser window.
There are security concerns on using the same HTTP web server session so this setting was implemented to govern whether a new HTTP web server session will be created with every new Strategy Web session.