I've encountered this problem as well and after some investigation it seems to happen more often when you have more than one instance and you try to make calls in rapid succession in the same session. (e.g. if you had an auto complete box and making ajax calls on each key press)
This occurs because when you try to access the session data, first of all the web server takes out a lock on that session. When the request is complete, it releases the lock. With the table service provider, it updates this lock status by updating a field in the table. What I think is happening is that Instance1 loads the session row, then Instance2 loads the session row, Instance1 saves down the updated lock status and when Instance2 attempts to save the lock status it gets an error because the object isn't in the same state as when it loaded it (the ETag doesn't match any more).
This is why the fix that you found will stop the error from occurring, because by specifying the "*" in the AttachTo, when Instance2 attempts to save the lock it will turn off ETag checking (and over write the changes made by Instance1).
In our situation we have altered the provider so that we can turn off session for certain paths (the ajax call that was giving us our problems didn't need access to session data, neither did the loading of images) which may be an option for you depending on what is causing your problem.
Unfortunately the TableStorageSessionStateProvider is part of the sample projects and so isn't (as far as I'm aware, but I'll happily be told otherwise) officially supported by Microsoft. It does have other issues, like the fact that it does clean up it's session data once a session expires, so you will end up with lots of junk in the session table and blob container that you'll have to clean up some other way.