Chapter 9 High Availability for FortiOS 5.0 : HA and failover protection : About active-passive failover : Session failover
  
Session failover
If you enable session failover (also called session pickup) for the cluster, during cluster operation the primary unit informs the subordinate units of changes to the primary unit connection and state tables, keeping the subordinate units up-to-date with the traffic currently being processed by the cluster.
After a failover the new primary unit recognizes open sessions that were being handled by the cluster. The sessions continue to be processed by the new primary unit and are handled according to their last known state.
If you leave session pickup disabled, the cluster does not keep track of sessions and after a failover, active sessions have to be restarted or resumed.