.NET: [Feature]: Add a session when initiating an agent conversation in DevUI.

### Description

When conversing with an agent in DevUI and using a custom ChatHistoryProvider, the InvokedContext.Session in StoreChatHistoryAsync is always null, which is extremely inconvenient for debugging agents that require state storage.
Or is this happening because I missed some DevUI configuration, or is it that DevUI doesn't support this scenario natively?

### Code Sample

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### Language/SDK

.NET

Start with DevUI conversation initiation and trace how a custom ChatHistoryProvider reaches StoreChatHistoryAsync through InvokedContext.Session. Confirm whether the existing configuration supports this scenario; done means a DevUI-initiated conversation provides the relevant session to StoreChatHistoryAsync, with behavior clarified or covered by tests.

Written by the indexing model from the issue text.