I observed this in production while trying to verify the functionality of T320559.
When MediaWiki is making its HTTP call to SessionStore, the only headers included in the request are Host, Accept, content-length, and user-agent. A sample request (captured from a host in production) is below
GET /sessions/v1/enwikibooks%3AMWSession[redacted] HTTP/1.1 Host: localhost:6006 Accept: */* content-length: 0 user-agent: wikimedia/multi-http-client v1.0
Port 6006 is where Envoy service proxy is listening for sessionstore queries, per configuration.
I would expect x-request-id to be propagated, as it is definitely set on the incoming requests. I'd also expect tracestate/traceparent to be propagated if present