I had the same problem with kate not saving session. It seems to be filesystem permission related. At least it works now for me.

Have a look at the owner of the folder ~/.kde/share/apps/kate/, which in my case was owned by root:root. Starting kate from the commandline lead me to the problem, because it complained about not beeing able to access some subfolders there.

johndoe@laptop:~$ kate --version
Qt: 4.8.6
KDE: 4.13.3
Kate: 3.13.3
johndoe@laptop:~$ kate
QDBusConnection: session D-Bus connection created before QCoreApplication. Application may misbehave.
trying to create local folder /home/johndoe/.kde/share/apps/kate/sessions: Keine Berechtigung
trying to create local folder /home/johndoe/.kde/share/apps/kate/plugins: Keine Berechtigung
trying to create local folder /home/johndoe/.kde/share/apps/kate/plugins: Keine Berechtigung
trying to create local folder /home/johndoe/.kde/share/apps/kate/plugins: Keine Berechtigung
trying to create local folder /home/johndoe/.kde/share/apps/kate/plugins: Keine Berechtigung
Bus::open: Can not get ibus-daemon's address. 
IBusInputContext::createInputContext: no connection to ibus-daemon 
^C
johndoe@laptop:~$ cd .kde/share/apps/
johndoe@laptop:~/.kde/share/apps$ ls -la
insgesamt 180
drwxr-xr-x 45 johndoe johndoe 4096 Aug 19 16:34 .
drwxr-xr-x  6 johndoe johndoe 4096 Mai 21 17:43 ..
drwx------  4 johndoe johndoe 4096 Mai 21 17:43 activitymanager
drwx------  3 johndoe johndoe 4096 Mai 21 17:29 akonadi_migration_agent
drwx------  7 johndoe johndoe 4096 Aug 28 17:45 amarok
drwx------  4 johndoe johndoe 4096 Mai 21 17:43 desktoptheme
drwx------  3 johndoe johndoe 4096 Mai 22 13:37 dolphin
drwx------  3 johndoe johndoe 4096 Mai 24 13:09 gwenview
drwx------  2 johndoe johndoe 4096 Mai 24 07:16 k3b
drwx------  2 johndoe johndoe 4096 Mai 21 17:43 kabc
drwx------  2 johndoe johndoe 4096 Jun 15 20:06 kaffeine
drwx------  4 root root 4096 Mai 21 18:37 kate
drwx------  2 johndoe johndoe 4096 Jul 15 10:26 katepart
drwx------  3 johndoe johndoe 4096 Mai 21 17:43 kconf_update                                                                                                                                                         
drwx------  2 johndoe johndoe 4096 Jun 18 00:27 kcookiejar                                                                                                                                                           
drwx------  3 johndoe johndoe 4096 Mai 21 17:43 kded                                                                                                                                                                 
drwx------  2 johndoe johndoe 4096 Sep  2 10:33 kfileplaces                                                                                                                                                          
drwx------  3 johndoe johndoe 4096 Jul 24 15:32 khelpcenter                                                                                                                                                          
drwx------  2 johndoe johndoe 4096 Sep  1 20:01 klipper                                                                                                                                                              
drwx------  3 johndoe johndoe 4096 Aug  3 18:00 kmail2                                                                                                                                                               
drwx------  2 johndoe johndoe 4096 Mai 23 14:07 knewstuff3                                                                                                                                                           
drwx------  2 johndoe johndoe 4096 Mai 21 17:43 konqueror                                                                                                                                                            
drwx------  2 johndoe johndoe 4096 Mai 21 18:31 konsole                                                                                                                                                              
drwx------  2 johndoe johndoe 4096 Mai 21 17:28 kontact                                                                                                                                                              
drwxrwxr-x  2 johndoe johndoe 4096 Mai 21 17:29 korganizer                                                                                                                                                           
drwx------  2 johndoe johndoe 4096 Mai 21 17:51 kpdf                                                                                                                                                                 
drwx------  2 johndoe johndoe 4096 Jun 23 13:09 kpeople
drwx------  2 johndoe johndoe 4096 Mai 21 17:29 kres-migrator
drwx------  2 johndoe johndoe 4096 Aug 27 09:55 kscreen
drwx------  3 johndoe johndoe 4096 Mai 21 22:20 kssl
drwx------  2 johndoe johndoe 4096 Jul 15 10:26 ktexteditor_exporter
drwx------  2 johndoe johndoe 4096 Mai 21 22:31 ktp
drwxr-xr-x  2 johndoe johndoe 4096 Sep  2 10:33 kwallet
drwxrwxr-x  5 johndoe johndoe 4096 Mai 22 01:00 lancelot
drwx------  2 johndoe johndoe 4096 Mai 22 00:28 libkunitconversion
drwx------  2 johndoe johndoe 4096 Jun 17 02:03 libmuon
drwx------  3 johndoe johndoe 4096 Mai 21 17:28 messageviewer
drwx------  3 johndoe johndoe 4096 Mai 21 17:43 nepomuk
drwx------  3 johndoe johndoe 4096 Mai 21 17:44 networkmanagement
drwx------  3 johndoe johndoe 4096 Mai 21 17:51 okular
drwx------  3 johndoe johndoe 4096 Mai 22 00:55 plasma
drwx------  3 johndoe johndoe 4096 Mai 21 17:43 plasma-desktop
drwx------  2 johndoe johndoe 4096 Sep  1 19:41 RecentDocuments
drwx------  2 johndoe johndoe 4096 Aug 19 16:34 recorditnow
drwx------  2 johndoe johndoe 4096 Mai 21 17:43 remoteview
johndoe@laptop:~/.kde/share/apps$ sudo chown -R johndoe:johndoe kate
johndoe@laptop:~$ kate
QDBusConnection: session D-Bus connection created before QCoreApplication. Application may misbehave.
Bus::open: Can not get ibus-daemon's address. 
IBusInputContext::createInputContext: no connection to ibus-daemon 
^C

After fixing that I went to "sessions->save as" and saved as "default session". Opening some files and quitting kate, they got reloaded the next time I started kate.