Session properties are custom additions to an integration that help describe a session. They are assigned upon session start.
If you select a session property key, you will only get the values that belong to that key.
For example, if one session property key is "app mode" with session property values: "light mode" and "dark mode" and a second session property key is "payment setup" with session property values: "apple pay", "visa", if I select "app mode", I will only see "light mode" and "dark mode" as options, I will not see "apple pay" or "visa".