I agree - it would be logical to have that in there for completeness.
however......
you do not need alter session to issue many alter session statements, including the set tracefile_identifier!
ops$tkyte%ORA11GR2> create user a identified by a;
User created.
ops$tkyte%ORA11GR2> grant create session to a;
Grant succeeded.
ops$tkyte%ORA11GR2>
ops$tkyte%ORA11GR2> connect a/a
Connected.
a%ORA11GR2> alter session set tracefile_identifier = 'foobar';
Session altered.
a%ORA11GR2> alter session set sql_trace=true;
ERROR:
ORA-01031: insufficient privileges
so, you don't need alter session for tracefile_identifier, but you do need alter session for enabling sql_trace (and many other alter sessions...)