Currently a single instance of the WPF Report Viewer will often use multiple different HttpClient instances to talk to the Report Server.  This means that cookies added as part of earlier requests may not be sent in later requests.  If the Report Server is behind a load balancer that uses cookies to implement 'sticky sessions', this loose behavior with cookies will cause requests to get routed to different servers which is not ideal.  It is possible to use a storage mechanism on the server that natively supports a web farm (such as the Redis storage option) but that can be tricky to set up.  

Instead, if the report viewer were to re-use the same HttpClient instance for all requests (including initial render request, export requests, print requests, etc.), the load balancer could work to route all requests to the same web server and then any storage mechanism (such as the simple File storage option) would work.

This issue was reported back in 2017 and I'm running into the problem again in 2022.  See: https://www.telerik.com/forums/wpf-reportviewer-cookie-behavior