What are the impacts of setting establishSecurityContext="False" if i use https?

My WFC service uses wsHttpBinding configured with:

<security mode="TransportWithMessageCredential">
    <message establishSecurityContext="True" clientCredentialType="UserName"/>
    <transport clientCredentialType="None" proxyCredentialType="None"/>
</security>

One of our partner is trying to invoke our services using the java the Metro library. They have this problem. I have to set establishSecurityContext="False" for this to work. We did a quick test and it works indeed when I set it to false.

What would be the impacts of not using secure sessions (by setting establishSecurityContext="False"). I'm already running on https. So will I be OK in terms of security? And are there other impacts to consider (performance maybe)?

Thanks