Question

Why session is null in this even if i set:

public class HelperClass
{
    public AtuhenticatedUser f_IsAuthenticated(bool _bRedirect)
    {
        HttpContext.Current.Session["yk"] = DAO.context.GetById<AtuhenticatedUser>(1);
        if (HttpContext.Current.Session["yk"] == null)
        {
            if (_bRedirect)
            {
                HttpContext.Current.Response.Redirect(ConfigurationManager.AppSettings["loginPage"] + "?msg=You have to login.");
            }

            return null;
        }

        return (AtuhenticatedUser)HttpContext.Current.Session["yk"];
    }
}

Answer 1

Usually session is not available on application authenticate request.

Session will be available after OnAcquireRequestState call.
Here is application events call sequence

Also, note that session will be available, only if target HttpHandler implements IRequiresSessionState or IReadOnlySessionState, and AuhenticateRequest is usually called for resources like .js or .jpg.