ARR Affinity

Application Request Routing (ARR) for IIS 7 and above is a proxy-based routing module that forwards HTTP requests to application servers based on HTTP headers, server variables, and load balance algorithms.

ARR cleverly 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.

Configure ARRAffinity cookie when accessing Azure App Service behind Azure Application Gateway

Disable Session affinity cookie (ARR cookie) for Azure web apps

Application Request Routing Version 2 Overview