With New Test Create (NTC), you will no longer see multiple "sessions" nested under the main test report for each large or multi-location test. Filtering by location is now supported directly in reports by using reporting selectors for scenario and location.
Multiple location tests may display a nested entry for each location, labeled as "Console Only" tests. This is a temporary side-effect of some work in progress. See above link for details on filtering by location and/or scenario.