One of the great things about the HTTP protocol, besides status code 418, is that it's stateless. A web server therefore is not required to store any information on the user or allocate resources for a user after the individual request is done. By that a single web server can handle many many many different users easily, and well if it can't anymore one can add a new server, put a simple load balancer in front and scale out. Each of those web servers then handles its requests without the need for communication which leads to linear scaling (assuming network provides enough bandwidth etc.).

Now the Web isn't used for serving static documents only anymore but we have all these fancy web apps. And those applications often have the need for a state. The most trivial information they need is the current user. HTTP is a great protocol and provides a way to do authentication which …