It's a service oriented architecture, not a service exclusive architecture.
Presentation logic and plumbing have to live somewhere; it all depends on where it makes the most sense for it to live.
For example, let's say you have a UI component that relies on a highly chatty but efficient set of calls to a database to generate a complex analysis of something (take your pick). If your web browser is making all those calls, you introduce massive network latency and concurrency issues. If a web service makes all those calls, you are potentially putting presentation logic into it to format that result.
If you are using Session state (or web services period), you are essentially using ASP.Net anyway. Try uninstalling it and see if your web services still run.
If presentation logic needs to live on the server side, it is better for it to live within a framework intended for presentation rather than a web service, IMO. If you haven't looked at MVC 2, do so. It makes it incredibly easy to set up an application that melds browser and server UI support (for example, jQuery validator controls backed by server-side validation).
Conversely, the web browser provides an expressive platform. Assuming browser support and team knowledge, the AJAX/SOA architecture you describe is a good one. I'm using it more and more and trying to make my server pages cleaner and simpler but I have no plans to exclude ASP.Net from my toolkit any time soon.