PHP and Jquery Ajax not starting session

I am creating a site that as a subdomain www.login.example.com and the main site www.example.com. When the user logs in the username and password are passed to the main site by this ajax script:

 <script>

    var xmlhttp;

    if (window.XMLHttpRequest) {// code for IE7+, Firefox, Chrome, Opera, Safari

        xmlhttp=new XMLHttpRequest();

    }

    else{// code for IE6, IE5

        xmlhttp=new ActiveXObject("Microsoft.XMLHTTP");

    }

    function loginano() {

        var div= document.getElementById('thes').value;

        var username = document.getElementById('username').value;

        var password = document.getElementById('password').value;



        xmlhttp.open('POST', "https://example.com/sess.php", true);

        xmlhttp.setRequestHeader("Content-type","application/x-www-form-urlencoded");

        xmlhttp.send('username='+username+'&password='+password);

        xmlhttp.onreadystatechange=function() {

            if (xmlhttp.readyState==4 && xmlhttp.status==200) {

                var resp = JSON.parse(xmlhttp.responseText);

                if(resp.status) {

					div.innerHTML = "Great";

                                    

                }else {

					div.innerHTML = "Nope";

                    

                }

            }else{

                

					div.innerHTML = "Wait";



            }

        }

    }

</script> 

The post data is then received and processed by this PHP code:

<?php
header("Access-Control-Allow-Origin: *");
session_start();
$servername = "localhost";
$username = "username";
$password = "pass";
$dbname = "dbname";

$loginusername = $_POST["username"];
$loginpassword = md5($_POST["password"]);


// Create connection
$conn = new mysqli($servername, $username, $password, $dbname);
// Check connection
if ($conn->connect_error) {
    die("Connection failed: " . $conn->connect_error);
} 

$sql="SELECT * FROM tbl_users WHERE username='$loginusername' ";

$result = $conn->query($sql);

if ($result->num_rows > 0) {
    // output data of each row
	
    while($row = $result->fetch_assoc()) {
                            $sessionid = $row['id'];
                            $sessionuser = $row['username'];
		$userpassword = $row['password'];
	
}}
	if($loginpassword == $userpassword){
 $_SESSION ["sessionid"]= $sessionid;
 $_SESSION ["sessionuser"]= $sessionuser;
$return_arr["status"]=1;
} else {
	$return_arr["status"]=0;	
}
echo json_encode($return_arr); // return value 
exit();
$conn->close();
?>

The login works and it is successful but it does not start the session. What am I missing or what could be the problem?