Jam sessions are great, especially if you're working with someone who is a higher skill level than yourself. In that situation, it's beneficial to BOTH players (the more advanced and the not so advanced). For the newer musician you're playing with someone whose skills are more advanced than yours, and it gives you a chance to learn from their knowledge and experiences. You can learn a few tricks of the trade if you will. For the more advanced of the two, you have to constantly check and adjust for the more inexperienced musician. Some things that you are used to simply happening (such as harmonizing) you have to actually put an effort into doing.
Here's the thing with playing by your lonesome: everything is set by YOU and controlled by YOU. When you're playing with someone else, suddenly you have to work together to achieve the same goals. If you're used to taking this run a little faster or a little slower by yourself, now you have to adjust for the ensemble. It's also important that in an ensemble it's usually a good idea to be tuned TOGETHER. Remember, just because YOU are in tune, if you are not in tune with the ensemble and everyone else is, you're out of tune. Sometimes when performing with a group it's not about being exactly in tune. Here's a conductors secret for you: if an ensemble is tuned TOGETHER, it could be ten twenty thirty cents off of in-tune but it'll sound in-tune to the untrained ear.