[eluser]skunkbad[/eluser]
I haven't used the CI Ajax library, but I use my own ajax and standard PHP sessions on my site. I enabled hooks in config.php, and then made a hook that starts the standard PHP session for all requests. It also names the session, sets if it is persistant or not, and if so for how long. If you've used standard PHP sessions before, and you've created a hook before, then this should be a very simple task to complete.
There are many good arguments for using CIs sessions, but why not have the option to use both? I do.