How can anybody know that? IIS actually uses .aspx and .axd as an example, and I bet that 95% of all dynamic pages uses session. There should be a fat warning sign in the "Add Cache Rule" window and IIS should detect if session is enable on the page.
Where is it mentioned that session should be disabled on these pages?
http://technet.microsoft.com/en-us/library/cc732475.aspx
I'm still saying this is a bug in IIS and a major one. Sorry, I can't agree with you that this is by design when there is no mention about it Microsoft own documents. Even when pressing F1 when you are in the "Add Cache Rule" window in IIS, the help document comes up and there is nothing about not caching session pages.