Coldfusion enabling J2EE session variables vs Coldfusion session variables

Coldfusion enabling J2EE session variables vs Coldfusion session variables

I turned on the session management in my application and find that session
variables (user defined as well as cfid and cftoken) do no persist between
pages when I do not turn on 'Use J2EE session variables' in CF Admin. Once
I turn on this setting, the session variables persist. Below is the code
in application.cfm
<cfapplication name="my app"
applicationtimeout="#createtimespan(1, 0, 0, 0)#"
sessionmanagement="yes"
sessiontimeout="#createtimespan(1, 0, 0, 0)#"
clientmanagement="no">
Both 'Use J2EE session variables' as well as 'Enable Session variables'
are turned on in CF admin.
Everything works fine on my personal laptop when I whip up a sample
application (I don't have J2EE session variables turned on here).
Can someone clarify why this discrepancy. Why session variables are
persisting between pages only when I turn on J2EE session?