Issue with redirects on site with virtual directory

I have an IIS site which has a virtual directory. The virtual directory is another application with Auth0 integration. When I link from the virtual directory back to the main site, it appears to create a new session on the main site, because the session id is different. Is this normal? Is there a way to persist the same token across the main site and the virtual directory?

This causes issues because when I link to the virtual directory to the main site, the session has to restart, losing all of the existing session variables.