As this post explains you will need to have the same Application ID on both servers.
"When you create applications that you expect to share session state using Sql Server, they need the same ID configured in IIS. This is because the session ID that is generated is generated based on the application ID. (Internally the application ID is something like LM/W3SVC/1 The two servers had different IDs for each application in IIS. The resolution is to change the ID under `Manage Website -> Advanced Settings' on each server."
Cheers