When you activate disappearing messages on your up-to-date Session app, a banner will prompt you if the person you're communicating with is not using a version which supports upgraded disappearing messages.
In such cases, while the message will disappear on your device and in the swarm according to your specified settings, it will remain intact locally on their end.
This is the same in both one-on-one chats and in group conversations, so please consider your privacy needs before sending a message if you are prompted with this banner.