I guess it depends on what you define as a session, but my impression (partly speculative I admit) is that something like "sessions" probably did occur pre-revival. For example I have certainly read accounts of country musicians in East Anglia travelling by car or bike to certain village pubs for the express purpose of meeting and playing with other musicians they knew were likely to be there.

We also know that musicians often often played in pubs to accompany step-dancing, which was often spontaneous so quite different to playing music for social or ritual dancing. I'm inclined to think that listening to the music and informal tune-sharing (amongst the musicians when there were several present) would have been an important part of the experience.