There is a need for state between client and server to be maintained, this task is to allow it to be maintained against the connection.
Uses for this could be authenticate on connection and cache the authentication against the connection.
Track generated nonces against the connection so a nonce can only be used on that connection.
Cache GSSContext used for negotiation against the connection.
An alternative could be session cookies, however this would require all clients to support cookies or some form of URL re-writing to embed the session ID, HTTP keep-alive is standard for HTTP 1.1
Another alternative could be to identify the address of the client, however this would just be the IP address / host name and port - there are no guarantees that a new connection would not re-use the same port especially if more than one administrator was running on that host.