Thanks for your valuable reply,
I googled found Parallelism in SQL Server is for Operators involved( actually its bit more but for practical purpose note this) not for the query, thats why i am seeing more sessions than specified in MAXDOP.
I found following article that describes it in detail:
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Aditya Rathour
SQL DBA
Not Everything that is faced can be changed,
but nothing can be changed until it is faced.