do we still have to replace $_SESSION php superglobal by Moodle global called $SESSION or not ?
$_SESSION -> $SESSION
You certainly shouldn't be "replacing" / overwriting the $_SESSION global with the value of $SESSION, because that would wipe out a whole lot of data used by Moodle.
If your question is, should be be using $SESSION in Moodle, instead of the PHP $_SESSION superglobal, then the answer is definitely yes (because Moodle is using $_SESSION and you don't want to be getting in the way of that).