We had the same issue after upgrading from Ensemble and got around it by doing a session login and end session explicitly in the handler method in our REST Dispatcher class.
For example:

ClassMethod PatientHandler(pId As %String = "") As %Status
{
set sc = %session.Login("rest_user","",1) 

// ...... Rest of the method code  ....

set %session.EndSession = 1

quit sc 

}