Excel's .xll add-ins are loaded per-process (I'm not sure what you mean by a 'session') and the functions are available to all workbooks. There is no workbook-based scope for the functions as with VBA.
Excel does not give us a way to only have the functions available to a specific workbook.
It is not hard to have a double-click of the .xll file also cause it to be installed as an add-in loaded every time.
You might store your own information in some special workbooks (maybe as an xml part) that cause a function to behave differently when called from such a workbook, or cause the ribbon to display other options when such a workbook is active.
These fact might cause you to design your add-in a bit differently.
All of this is just how Excel .xll add-ins work. Excel-DNA does nothing special in this regards, but it is different to having a workbook with its VBA code embedded.
I'm hoping to work on some management for such scenarios next year.
-Govert