ASP.NET MVC and using cookieless sessions

There seem to be conflicting opinions about ASP.NET MVC and cookieless sessions. Some people say MVC downright does not support, but others seem to be using MVC and cookieless sessions without any issues. If I create a test MVC project and enable cookieless sessions everything seems to work fine. Does anyone have a definitive and supported answer on the use of cookieless sessions with MVC, i.e. why or why not to use them?

Invalid object name ‘dbo.AspNetUsers’ in Asp.NET MVC 5 Entity Framework

If you have an existing database, and you want to include ASP.NET Identity tables to it, you can face this error. You may not know how to integrate [AspNetRoles], [AspNetUserClaims], [AspNetUsers], [AspNetUserLogins] tables into your existing database when you start. Although there are a lot of resources about this topic, this answer tries to be short and to the point. You may want to use the Database-First approach in Entity Framework together with the ASP.NET Identity feature of ASP.NET MVC. This is a very short tutorial for dummies. I am sorry if my English is poor.