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We use the session affinity cookie (ARR cookie) for Azure web apps. Azure app service uses the ARR cookie to make sure that, when possible and applicable, the user, using the same browser session, is always redirected to the same web server instance. ARR identifies the user by assigning them a special cookie (known as an affinity cookie), which allows the service to choose the right instance the user was using to serve subsequent requests made by that user. This means, a client establishes a session with an instance and it will keep talking to the same instance until his session has expired.
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Hopefully that has clarified things for you and as was previously mentioned if there is something that you aren't sure whether you need or not it's usually safer to leave cookies enabled in case it does interact with one of the features you use on our site.
However, if you are still looking for more information, you can contact us for more information.
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