asp.net core did not implement server variables (as they are closely tied to IIS support). in asp.net core the server variables are the request headers (IIS may add headers to the request), or are in the HttpContext.Connection object (accessed via injection). As blazor is stateful, there typically is no need for session variables.
note: for blazor server uses signal/r for client/server communication, so there is just one standard request to open the connection and create the server state and thread tied to the connection.