[2.3][Session] Give greater control over how and when session starts

| Q             | A
| ------------- | ---
| Bug fix?      | no
| New feature?  | yes
| BC breaks?    | no
| Deprecations? | no
| Tests pass?   | yes
| Fixed tickets | na
| License       | MIT
| Doc PR        | symfony/symfony-docs#2236

Refs #6036 

Gives control over how start on demand works: allowing to turn it on or off and to allow bag access when session is off.