Using org-mode like this is almost always finding the right tradeoffs in what is persistent, and where is it stored. Not all of the intermediate data/calculations are stored; if they are really cheap you can just run the code blocks again. If they are really small, i.e. easy for your to read in a few lines, you can store them in the document. If they are really large, you can store them in a file.

The beauty of having everything in an org-file is you have a single file that is easy to transport. When the files get too large though, it can become impractical, e.g. emacs may slow down if you try to put thousands of lines of xml data into the buffer. Then, you have to make some decisions about what to keep, where to keep it, and in what form to keep it.

For short projects where you only need a single compute session, having everything in memory may be fine. For longer projects, say one that is long enough you will close all the buffers, and possibly restart emacs in between working on it, then you have to make some decisions about what to save from each block so you can continue the work in the next session. Again, you have to decide what to save, where to save, and in what form.

Once you start saving data outside the org-file, it becomes less portable, or more tricky to move the file because you need to also move all the data files to keep it intact. I have explored a concept of making an org-archive in the past, where you get a list of all files linked in the org-file, but this so far has just been worked out for some small proof of concept ideas.

Not all languages are the same in org-mode. They do not all support sessions for example, and they may not all work like the examples here. The scimax iPython modifications do not behave like the examples above. That is probably due to bugs I have inadvertently introduced, and in the future I will try to make it work like emacs-lisp does above.

Overall, org-mode has one of the most flexible and powerful systems for passing and reusing data in documents I have ever seen. It is not perfect, and in such a powerful system there are many unexplored or lightly traveled corners that may have hazards in them. It still seems pretty promising though.