I can reproduce that bug by being logged out and clicking on a link that requires you to be logged in. For example a link to a post in the Who's Online, or this one
when I'm looking for the possible latest registered spammers.
The login in page comes up, and after logging in I've been nowhere.
Oddly though if I Control click and copy a link to a post in the Who's Online page, then paste it in the address bar and hit return, it doesn't ask for a log in.