Mediawiki's SessionManager doesn't fire this hook, because it is getting called by the AuthManager only. And it happens in two places. First when processing all AuthenticationProviders (@see setSessionDataForUser in core file include/auth/AuthManager.php). Second when creating a new user automatically (@see autoCreateUser in include/auth/AuthManager.php).
But this Auth_remoteuser extension is a SessionProvider. And only the second case (automatic user creation) can be triggered by us. The first case is missing, because we do not authenticate a user (this is done by our remote authentication source), hence do not running through Mediawiki's AuthManager auth stack.
We should call this hook explicitely when we created a new session for an already known user (because Mediawiki core doesn't do that for us).