FortiGate Next Generation Firewall utilizes purpose-built security processors and threat intelligence security services from FortiGuard labs to deliver top-rated protection and high performance, including encrypted traffic.
Basically, it means that FortiGate has received a packet but there was no established session for it, e.g. the initial TCP 3-way handshake was not seen by FortiGate. One possibility is there was a change of routing path.
For example, initially, the TCP session was routed via an original path without going through FortiGate. Then there was a change of routing causing the TCP session to be routed to this FortiGate. However since FortiGate does not have a session established for this TCP session, the 'no session matched' log is recorded.
The Fortinet Security Fabric brings together the concepts of convergence and consolidation to provide comprehensive cybersecurity protection for all users, devices, and applications and across all network edges.