Convection is the transfer of energy by movement of a medium. In aromatherapy, the medium is air. You heat the air using an oven, and then by inhaling you are moving the air across the herb. This will heat the herb, resulting in vaporization. If you do not draw from the device, you will not be heating the herb.
The term session means that the oven will continue to heat for a period of time. Popular lengths used by manufacturers are 4, 5, and 10 minutes.