Fixed description of session storage of the ApiKeyAuthenticator

| Q             | A
| ------------- | ---
| Doc fix?      | yes
| New docs?     | no
| Applies to    | 2.4
| Fixed tickets | #4060

I assume the authentication is needed for each request (even if token is stored in the session)
since you can add custom logic in the authenticator.
Just added. I've added this in other sections of the document as well, I just copied the style :)