sessions let you group windows. i have a group/session for each project/purpose. one session is for all remote connections. one for my personal stuff, diary, etc. one for my hobby. one for personal dev projects, one for client work.

sessions also means that i can connect to tmux from multiple terminal windows. i generally have two windows, one for dev work and one for everything else.

generally i feel that having more than half a dozen windows in a session makes the session unwieldy, harder to navigate, because it becomes more difficult to find the window i am looking for.

which would be the same problem if each was a gui window. try to find your way around 20 gui windows.