Proper Session Test

Maybe to close but especially to show a non-working example without `self::start()` in `CakeSession::delete()`. If you remove `self::start()` you will see an error occurres.

Refs: https://github.com/cakephp/cakephp/pull/4405
It seems to be a cli issue only. In browser tests it also works without patch https://github.com/cakephp/cakephp/pull/4405, so probably it make sense to revert.