jti in jwt and stateless?

[Choco-milk-for-u]

OWASP MASTG reccomend you to:

Make sure that replay attacks are addressed with the jti (JWT ID) claim, which gives the JWT a unique identifier.

and also insist on:

If access and refresh tokens are used with stateless authentication, they should be deleted from the mobile device. The refresh token should be invalidated on the server ↗.

basically giving the idea of querying the database when working with JWT. Why can't I use the session if I will have any kind of state anyway?
thank you for the help in advance.