### What problem does this PR solve?

Add sessions deletion support for agent in http and python api

### Type of change

- [ ] Bug Fix (non-breaking change which fixes an issue)
- [x] New Feature (non-breaking change which adds functionality)
- [ ] Documentation Update
- [x] Refactoring
- [ ] Performance Improvement
- [ ] Other (please describe):

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Co-authored-by: Kevin Hu <kevinhu.sh@gmail.com>