The current example is very complex:
http://zf2.readthedocs.org/en/latest/modules/zend.session.manager.html#initializing-the-session-manager
IMO the SessionManagerFactory provided by ZF2 would take care of most of this boilerplate.
An example of how I approach configuring the SessionManager in my projects: ZF-Commons/ZfcUser#274 (comment). In that example, we could pass configuration options (eg: validator list) to the SessionManager factory via the session_manager config key.