When you play a game on GameSessions, we save your progress so that you can pick it up where you left off and keep playing at any time. This is what we call "game progress".
On most games, we are able to transfer this progress to Steam if you decide to buy a Steam Key. That means that if you play a trial or a Giveaway and buy a Steam Key, you can keep playing on Steam without having to restart the whole game.
Unfortunately, the transfer of your game progress to Steam isn't always possible. Sometimes, game saves are encrypted in a way that makes it impossible to transfer game progress. In this case, your Steam copy will be fresh and won't contain any of your past progress on GameSessions.