|The simplest reason would be if you have not enabled ".net sessions" in the BlueDragon admin console's "application>settings" page. Further, be aware that your code may be running in a virtual directory or web site where its own BlueDragon Admin Console settings differ from the global admin console. Use http://yourdomain/yourvd/bluedragon/admin.cfm to look at the Admin Console for the virtual directory. For more info on finding the appropriate Admin Console, see FAQ 333.
Another possible issue could be that your CFML code is using a named application (CFAPPLICATION NAME="xx" SESSIONMANAGEMENT="yes"), in which case you must write code in the ASP.NET page that properly accounts for the use of such a named application (by referring to it as a hashtable in ASP.NET).
Finally, a more subtle explanation could be that CFML and ASP.NET files are being processed by different versions of the .NET framework. For instance, if CFM files are set in the IIS admin console to be mapped to C:\WINDOWS\Microsoft.NET\Framework\v1.1.4322\aspnet_isapi.dll, but the ASPX files are set to be mapped to C:\WINDOWS\Microsoft.NET\Framework\v2.0.40607\aspnet_isapi.dll, then these different versions will NOT share session variables.
Again, if your code is running in a virtual directory or its own web site, the configuration of these mappings may be set for that level, so be sure to check carefully.