XD 35 is out today!
Your link is to the documentation about localStorage, and that page has a link to the page about secureStorage.
By guessing the URL, I found the page about sessionStorage: https://adobexdplatform.com/plugin-docs/reference/uxp/module/sessionStorage.html
I hope that future updates to the Adobe XD platform documentation make it easier to see where a page is in the content tree. The new Photoshop API documentation does a good job of this.