by default we store the login transaction state in sessionStorage , but this doesn’t work for passwordless, since you don’t complete the OAuth flow on the same tab you started it.
For Passwordless, you should use cookies to store the transaction state, you can enable this with the useCookiesForTransactions option. eg <Auth0Provider useCookiesForTransactions={true} ... >
The auth0-react docs haven’t caught up with the spa-js docs, will make sure they do on the next release.