How to set Azure Authentication custom login return url?

I followed this article https://azure.microsoft.com/en-us/blog/announcing-app-service-authentication-authorization/ to set up Azure authentication for my MVC app. First I turned on Azure AD provider. In the Authentication / Authorization settings, I selected “Allow request(no Action)” for “Action to take when request is not authenticated” because I only need users to login for certain controller actions.

Is encrypting session id (or other authenticate value) in cookie useful at all?

In web development, when session state is enabled, a session id is stored in cookie(in cookieless mode, query string will be used instead). In asp.net, the session id is encrypted automatically. There are plenty of topics on the internet regarding how you should encrypt your cookie, including session id. I can understand why you want to encrypt private info such as DOB, but any private info should not be stored in cookie at first place. So for other cookie values such as session id, what is the purpose encryption? Does it add security at all? no matter how you secure it, it will be sent back to server for decryption.