Using authenticate in a web application

I was reviewing an application where the programmer doesn't use Authentication at all. All he does is just check on the MasterPage if a specific Session value (e.g. UserID) is null. If it is then he simply re-directs the user to the Login Page. This way whatever page a user visits, he is re-directed if he is not logged in (or the session is not set). I have to convince him to correct his approach. Can someone shed more light on the effect when no authentication is used. I know it sounds weired...