I can see that the session is not written in the code when using the Store Values form from the MySQLI Login User Server Behavior. The screen shot shows that nothing is saved when filling in the Save in Session As text field.
I had to hand code a Session as
<?php
@session_start();
if($_SERVER["REQUEST_METHOD"] == "POST") {
$_SESSION["newsession"] = "".((isset($_POST["username"]))?$_POST["username"]:"") ."";
}
?>