In the Service oriented Architecture (SOA), data provided by the service as well as maintain the service instance-data in a persistence state is very important specially, while lost connection with client due to some reasons like client may close the proxy, server is shutdown or restarted etc. 

The word stateless here means that a state of the object in WCF service will not be persisted between multiple requests to the service from the clients.

HTTP is a stateless protocol, hence any application running on this protocol are not be persistence in nature.

NET onwards version 3.5 paves the way to maintain the state in between multiple requests from the client and in case of client and server applications is restarted for any reasons.