Delete behaviour linking an Entity to Session

Our application reads information from an external system through a REST service.  We do not want to permanently store any information in the application, so we associated our relevant entities to the Session entity and set the appropriate delete behaviour (i.e. on Session delete, delete the Entity).  When running our application locally, the session remains and the logic appears to be working beautifully.  We deployed our application on Azure using this Azure Kubernetes Deployment script.  When the Azure instance is under load, it appears as if the data “disappears” midway through processing.  All I can think is that our application is somehow deleting the sessions mid-way through processing it which in turn deletes the data.  I would have thought that the session would persist as long as you were active in the application.  Is the specific user session persisting for the duration of the session a realistic expectation?  Are there any unwanted side effects like the above scenario that can be caused by linking entity information to Session and deleting it when a user session is deleted?
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