Updates to XEvents sessions

[allancascante]

Description

Updates to comments to use Event sessions name in the profiler code. Removed the reconnect logic, on failure just notify of the problems.

Code Changes Checklist

• New or updated unit tests added
• All existing tests pass (dotnet test)
• Code follows contributing guidelines
• Logging/telemetry updated if relevant
• No protocol or behavioral regressions

Reviewers: Please read our reviewer guidelines

[kburtram]

This makes sense to me to remove the connection retry logic. The CI build is failing and should be investigated prior to merge to confirm it's unrelated.