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Custom dimension causes zero sessions

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# 1
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I am encountering a strange scenario in a custom report that I am hoping someone will be able to shed some light on for me.


There is a Custom Dimension that has a Session scope that should be setting a value for all traffic. It is based on a cookie that is set as soon as the user arrives on the page, and it has an expiration of 24 hours (so well beyond what a GA session should last). Traffic that has cookies disabled represents <0.8% of all traffic. However, it appears that when I add it as a secondary dimension to the report Sessions, and New Users reduce by ~15%.


For all traffic over the last month: Sessions 1,305,746; Users 1,212,680; New Users 1,138,113. When I apply the secondary dimension the values are: Sessions - 1,091,019; Users - 1,212,680; New Users - 946,626.


The strangest part is that I created a segment that excludes any non-null traffic, and before I apply the secondary dimension the values are: Sessions - 214,727; Users - 216,357; New Users - 191,487. After applying the secondary dimension the values are: Sessions - 0; Users - 216,357; New Users - 0.


As you can see, the Session and New User counts on that segment account for the difference exactly, but the User metric remains the same no matter what. How can there be Users, but no Sessions? Is this because the custom dimension is set to a session-level scope, and when it does not exist it isn't tied to a session? More importantly, how can this be happening?


Any and all help is much appreciated!