Not sure what it can be, but I noticed a strange behaviour too, as it asks me to sign in and then opens my browser in the background, which in my system is Microsoft Edge. Perhaps with another browser or even system settings this doesn’t work well? May be worth a try to change the default browser in the system settings (if you are on PC btw).
After I logged into my account via the browser it also prompts me to allow to launch another application (the SDA) from the browser dialog, which I allowed of course. Then I am able to use the SDA. Really don’t understand why they messed the application in this way.