I came across this issue when i was working on facebook connect
integration. As far as the "connection" it self is made on clients side
(client loggs in to the facebook, receives cookie there and then this
cookie gets passed to our site, telling us that the user is really
logged in to the FB) you always need to refresh page at least twice when
user loggs in or out. First time user goes to the FB page where his
session gets created/cancelled, then hi is redirected back and informing
our site regarding his current FB session status. Because of this there
are things that sometimes could be passed only via session. And what i
have faced - is, when logged in user (something already is stored in the
session at this point) loggs out, i loose everything i had stored in
that session.
I hope this helped understanding what i was speaking about.
This was seen on in-portal 4.3.9 but im going to test it out on newer
versions.