I have no idea. My initial thoughts was that it may be because your host it on a virtual site (I saw the /bp/ path and assumed it was a virtual site), but I could not replicate that. I tested our quickstart on a virtual site and it works fine.
My next thought was that you were checking the .IsAuthenticated property before the authentication flow was completed, which why I was asking about where you check that property. But it does not sound like that is the issue though…
It may be something related to the areas you are using, but I am not sure.
Unfortunately, unless I can get something to somehow replicate that behaviour on my side, it will be extremely difficult to track this down… 