Laravel class property not returning in response

The session middleware has not ran yet; the Controller is instantiated before the Request goes through the middleware stack, so you won't have access to session based authentication at that point (so auth()->user() would be null). You can use a Controller middleware to do this though:

class UserController extends Controller
{
    protected $user;

    public function __construct()
    {
        $this->middleware(function ($request, $next) {
            $this->user = $request->user();

            return $next($request);
        });
    }
}

This middleware will run after the other middleware in the stack so you will have access to the session at that point.