When you are load balancing, request 1 goes to web/app server 1, the app server reads the session id from the cookie and read the session from the db..the next request goes to web server 2, web server 2 reads the session id from the cookie, loads the session from the db...
Each request being load balanced to a different web/app server doesn't affect the session. You are going to read the session id from the signed cookie, and then load the session from the db which is being shared between all of your web/app servers.