Hi!
Probably because it is a lot of work to make run it in every possible setup... In PHP 4 are session quite easy, but in PHP 3 you have to write them by own or use another library that implements it and you need some place to store the session data. You need to make it work also without cookies as some users have them disabled... and probably more problems ;-)
Which means, current and future phpMyAdmin-release will always be targeted at a PHP3 audience as well?
It's not that I think sessions are neccessary for phpMyAdmin, but at some point I think new features have to overwhelm the effort to stay backwards-compatible, also because PHP3 get's deprecated nowadays (simply because of security issues. I wouldn't want older exploitable php-versions running on my server). And even then, PHP3-users surely upgrade their phpMyAdmin releases as often as they upgrade their PHP3... ;-)
Just a general thought, but I think currently there are other tasks to fulfill than implementing sessions.
Regards, Garvin.