Yes, session storage is gone, but you might still want a way to share tokens between many Grafana servers in HA.
We use a cache for this and by default Grafana’s database is used, but in HA you might want to setup memcached or redis to do this instead so you don’t overload the database with queries for these tokens.
This is where you configure the remote cache (if you need it): https://github.com/grafana/grafana/blob/c3a520493341049513e35900ffe03eb05a879231/conf/sample.ini#L105-L115