First of all,they may be accessing the data in the database too many times to pull the data which will affect performance.Further
Advantages :
-It helps to maintain user states and data to all over the application.
-It can easily be implemented and we can store any kind of object.
-Stores every client data separately.
-Session is secure and transparent from user.
Disadvantages :
-Performance overhead in case of large volume of user, because of session data stored in server memory.
-Overhead involved in serializing and De-Serializing session Data. because In case of StateServer and SQLServer session mode we need to -serialize the object before store.
You can refer to
what are the advantages / disadvantages of using Session variables?