In any case it looks like in 5.x sessions are something like deprecated. There is the Startup Programs list, the only reason I wanted to save the session was because I wanted to change the start up order of some KDE apps that do not dock well under GNOME notification area. I did it eventually, but it did not help. Also it produced some kinds of bugs, and I had to delete the Default session, now everything is fine, all necessary CentOS applications are in Startup.