Hi @flintz! While it’s possible to check the Auth0 session on every page load, we would not recommend it as you might hit your rate limit quickly if you’re doing it on all pages for all unauthenticated users. Because of that, the WordPress plugin does not include that functionality. If you wanted to add it to your site, you would need to include one of our browser-based libraries and redirect through wp-login.php if a session was found. The Vue library can use what it gets back for the session to be set but the WordPress session cookie needs to be set with WordPress.
Hope that helps!