APM SSO config using Kerberos to Weblogic backend not supplying session id cookie on post authentication requests

The biggest difference between the two options (always or on 401), and besides frequency, is the format of the ticket (GSSAPI vs SPNEGO). I can almost certainly guarantee though, unless you've coded it to do so, that APM SSO is NOT handling the JSESSIONID cookie. If you perform a client side capture, or better watch the traffic on both sides of the proxy, you should see the JSESSIONID Set-Cookie header leave the server and make it all the way to the client. You should them see the client send subsequent requests with this cookie.