Hi autom8on thanks for raising this here.
It sounds like you're experiencing the symptoms of a UI bug that has been reported and a fix is underway for.
This is happening as the community UI isn't quite catching up to reflect your signed in status, when you are in fact signed in.
Instead of clicking sign in and going through the authentication loop you describe, try refreshing the page, or navigating elsewhere on community (we find clicking on events has worked!)
My best advice is to trust that you are signed in when you have come via SSO.
I apologise for the inconvenience of this, but I am pleased to say a fix is on the way.