A session is a visit from a user that we have been able to positively identify as being in the United States. If someone is using a VPN or a proxy, it can greatly affect our ability to confirm that they're in the US. If we can't confirm that they're in the US, we abandon the identification process because they could be European and spoofing their location (as one does with a VPN or proxy). Our session count almost always varies (lower count) from what you would see in something like Google Analytics - because they aren't governed by the same rules as us.

Once we know they're in the US, other things that can affect our performance are private browsing or a user recently clearing their cookies or using a new(er) device. If they don't give off signals about their identity on purpose, it hurts our chances - which is understandable.