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You can use multiple sessions if you want. For example to run all the processInstances from one process definition in one Ksession.
Usually that will allow you to also run rules and catch events related with that particular process. When you start having complex processes you start thinking about isolating them to have better control.
If all your processes are working well in just one session and you don't have extra requirements.. you can continue with that approach. Having multiple sessions give you isolation, you just need to keep that in mind.