Codeigniter generate session file in each visit

Session files (or database entries if you're using that driver) are not immediately deleted when the associated session expires or is closed.
The clean up of these files is called "garbage collection" (GC) and happens only occasionally.
How often depends on some php.ini settings.

This short article will provide background for you.

CodeIgniter relies on PHP's native session garbage collection scheme. If you are interested in creating your own system for GC this article may be of interest.