Azure-Ad sso Login issue in incognito mode

I am trying to use azure ad authentication for my application. I have installed all the plugins and it is working fine, but I am facing one issue. If your azure id is logged in to the current browser session then login to discourse with SSO is working fine. Suppose you opened your discourse in a private window and from there you tried to go for login with azure, then I am facing an error. Ideally, it should take me to the login page as it does for Google, Facebook, and other platforms.
Let me know if this can be resolved.