I have been using Flask for some time now and I am really enjoying the framework. One thing that I fail to understand is that in almost all other places they talk about storing
In addition to the points already mentioned above
Users can disable cookies using their browser settings. A lot of antivirus scanners also scan and flag cookies as a risk because of which which can also result in cookies not being allowed on the users computer.
Cookies can be deleted by the user even in the middle of his session. (In fact, i inadvertently did that the other day when one my PC scans listed the tracking cookies...and i just clicked "Clean" and they were all gone). In case the user happens to delete the cookies, the users state will be lost.
If you use cookies to manage the entire state, you are always dependant on the client environment and its settings. In as such, you will probably atleast need a fall back mechanism in case the cookies are deleted / disabled etc in order for your application to work correctly.