[eluser]WanWizard[/eluser]
I can't reproduce this.
I've just installed CI2 from tip, set the session encryption key, and sess_expire_on_close to TRUE, and loaded the session library in the welcome controller. It creates a cookie that expires "at end of browser session" according to my browser.
So what did you exactly do? How did you configure it? Are you using a third party session library, a MY_Session library, or other modifications?