Here is just a quick explanation for how to do this using bookmarks. pauljharding I am not sure what you mean by "it's one step more" since you're basically doing the same thing if there was a button to "save session" unless you are talking about the extra step of naming your new bookmark folder. Anyway this will definitely help a lot of people who just want a solution for now until there is a "save session" option added:
Step 1: have all the tabs open which you want to save.
Step 2: right click one of the tabs, choose "bookmark all tabs".
Step 3: choose a name for the new folder for this session, click OK.
To reopen this folder just go to this bookmark folder you just created, right-click it then either choose:
"Open all bookmarks"
"Open all bookmarks in new window"
"Open all bookmarks in incognito mode"