Here is what I found:
There is a bug in the session library of CodeIgniter which destroys the session with rapid requests.
Here you can find more about this bug:
https://github.com/EllisLab/CodeIgniter/issues/154
This bug still exist in the latest stable version which is 2.1.3.
I've fixed this by replacing my session library with the one from CI3-DEV from GitHub:
https://github.com/EllisLab/CodeIgniter/blob/b211adee89f5fd2192051e9c0826146bd150f469/system/libraries/Session.php
And putting a long sess_expiration and sess_time_to_update in my configuration ... mine are 86400 and 86500.