It can initially recognize you via a cookie though. Sure, the session data is long gone. I'm not arguing that. But the cookie isn't. If it sees the cookie, then you don't have to login, and a new session is started for you. The default value of session.cookie_lifetime is 0, so unless your server admin will make the change for you, or you have access yourself, then yes it'll work exactly as you said. As soon as you close your browser, you'll have to relogin the next time you visit the forum.
Here it is in Scream's own words (from the config.inc.php file):
// Do you want to use sessions or cookies to track your users
// If using sessions and php.ini isn't set to use cookies for sessions
// with a lifetimevalue for session.cookie_lifetime then users will need
// to login upon each visit.
// values = "cookies" or "sessions";
$config['tracking'] = "sessions";
So you see, you CAN use sessions, and not have to relogin each time.
BTW I linked to the wrong forum last time,
http://www.thetechguide.com/forumphp is the php one.