Hee Harshad,
I am not 100 percent sure, but because you use the authentication method whereby an account with a userrole and an active session is necessary to execute the API, I think there should be a session.
Perhaps you can check this by debugging the API call and put within your API microflow an action that retrieves the session, more information you can find here.
https://forum.mendix.com/link/space/app-development/questions/7674
If there is a session and you want to end this maybe you can use the sign out action to end the session.
Just some thoughts but i hope it helps!
Good luck!