Windows phone - opening new link in browser prompts for login

Recently, we have noticed a very strange issue on a windows phone using the default browser. When opening links with anchor target="_blank", i.e. open a new tab, the new tab would prompt the user for login (the default Office 365 login screen) - this has happened on a few tenants.

We were unable to reproduce this on any other browser - iOS device, desktop browser (including Edge, Chrome, FireFox, IE).

Anyone know what might have changed? Office 365 Admin center does not mention for any recent updates regarding mobile devices, also no info in the MS Fast Track.