You are doing nothing wrong. There are two ways to use a session.
1) Driving a session without assigning permanent schedules to the drivers.
2) Editing and then saving a session with the commands in place ready for the next time you drive.
Open the session for editing by clicking on the route first on the Routes and Sessions menu then clicking on View sessions.
If you have, as you said, created a session, your session will be here.
In the upper left-hand part of the screen are some pull-down menus. Click on Edit and then Session...
Click on Driver setup.
In here you'll see the drive command bar just as you do when adding driver commands manually.
Assign all the commands to your drivers.
If you don't see the commands you want, you can enable more by opening up the Driver Commands on the previous screen in edit session.
Once you've added all the commands for your drivers, close this screen back to Surveyor, and save.
The next time you run the same session, your drivers will be all set to go and you won't have to add commands manually unless you want to.
Hint:
While you've set up drivers for driving automatically, keep some trains unassigned so that you can drive them separately from the drivers. I do this with my sessions so that I can switch freight cars (wagons) in the goods yards, for example while the AI drivers are going about their business.
