I think the key statement you made was that they all appear to be playing in unison. They may be trying to play the same notes, but in fact due to many factors, like timing, differences in tuning and many others, there is in fact a strange harmony created.When it works is good it is magic and when it don't, it is still pretty good.
In some sessions you do hear people playing harmony but it is unusual, unlike song based sessions, where it is expected, to some degree.