I think having the connection/configuration information all in one place is a decent reason for wrapping Apache::Session::* with an class. I would still specify database connection information in a separate config file since the session isn't the only place in your code that probably needs a database right? I also prefer having an OO access rather than playing directly with the tied hash, but that may just be a personal preference.

Before you go too far though, I would look at Apache::SessionManager and see if it's doing the same thing that you're looking for (if you're using mod_perl)