Welcome to the Auth0 Community, @tingwei758!
Could you check that the authentication API is returning to the correct callback URL without any issue, please?
In order for isAuthenticated to get set to true, the function in onRedirectCallback has to get called. If the redirectUri doesn’t load completely, the onRedirectCallback fn will not get called.
If the above is not the issue, my suggestion would be to try our React quickstart: when you create a new application within the Auth0 dashboard, you can try to download and run the Quickstart application example for React that is also available from the “Quickstart” tab on this page. If this works, then the issue would probably be on your code, so you could compare the code snippet of the callback handling code within the custom code written with the code that is in the quickstart sample, we may be able to identify what is different to cause the unexpected behavior.