Taken from the Python Requests docs:
The Session object allows you to persist certain parameters across requests.
s = requests.Session()
This can be useful for working with cookies (maybe tokens, too).
More from the docs:
So if you're making several requests to the same host, the underlying TCP connection will be reused, which can result in a signficant performance increase...
Taken from the Wikipedia page on HTTP persistent connection:
HTTP persistent connection, also called HTTP keep-alive, or HTTP connection reuse, is the idea of using a single TCP connection to send and receive multiple HTTP requests/responses, as opposed to opening a new connection for every single request/response pair. The newer HTTP/2 protocol uses the same idea and takes it further to allow multiple concurrent requests/responses to be multiplexed over a single connection.