I could see the case for grouping by name, so you can easily split out different multies, but grouping by year just seems arbitrary and pointless.
They are all marked with their dates so you can sort them by either date or by filename to easily sort them out, and most of the time you only care about the newest few (which could be a case for grouping them by week, but that gets kinda silly). Anything older than that, and you either have to remember the exact date (in which case you can just open it by name) or you're going to do some sort of search, in which case you are better off if you can filter them into a smaller period (a full year isn't particularly helpful), and/or by using some search functionality that lets you search in the files themselves. Sure, such a search could get faster if you can run it on a single year, but that assumes that: a) you know which year you are looking for. b) your search doesn't let you specify part of the filename (because then you can just input the date right there) and c) that it's a matter of life or death that you get your results a few seconds faster, given that session logs are typically very small, and thus quick to search. (If you don't do stupid stuff, like have your script get stuck in a loop printing the same statement 30000 times).
And if you want, you can always just do it yourself, it's not like it's that hard to make a map and drop a bunch of files into it once a year.