MariaDB Grants for set session variables
Yes, this appears to be the case - you don't need any particular GRANT in order to modify your own session variables:

CREATE USER user1@localhost IDENTIFIED BY 'Password_123!';
SHOW GRANTS FOR user1@localhost;
+--------------------------------------------------------------------------------------------------------------+
| Grants for user1@localhost                                                                                   |
+--------------------------------------------------------------------------------------------------------------+
| GRANT USAGE ON *.* TO 'user1'@'localhost' IDENTIFIED BY PASSWORD '*45C046113DAFA331183C338569DC015C53EE4B47' |
+--------------------------------------------------------------------------------------------------------------+
1 row in set (0.05 sec)


Then:


  # mysql -u user1 -p'Password_123!'


SHOW VARIABLES LIKE 'sql_mode';
+---------------+--------------------------------------------+
| Variable_name | Value                                      |
+---------------+--------------------------------------------+
| sql_mode      | NO_AUTO_CREATE_USER,NO_ENGINE_SUBSTITUTION |
+---------------+--------------------------------------------+
1 row in set (0.03 sec)
SET sql_mode='';
SHOW VARIABLES LIKE 'sql_mode';
+---------------+-------+
| Variable_name | Value |
+---------------+-------+
| sql_mode      |       |
+---------------+-------+
1 row in set (0.01 sec)


Note that of course not all system variables can be modified per session, and some are not even dynamic.