Yeah, I figure that out. I was thinking, "wait, I haven't configured the database for ci_sessions." So I started looking for possible created files, to which I couldn't find it. Then I got really confused for a moment, but worked it all out and switched it to use a db.
Comments
However, you can configure it to use the DB per the documentation:
Master branch on CI 2:
http://www.codeigniter.com/userguide2/libraries/sessions.html
If using dev branch which is on CI 3:
https://codeigniter.com/user_guide/libraries/sessions.html?highlight=sessions