Banking Websites Requires Re-authentication

Hello Everyone,

We encountered an issue with Sophos firewall XG. The issue simply is when we try to open the Banking website to do transactions or online banking, we authenticate normally. However, when we try to access anything in the bank website, the website opens a new browser tab and prompts the user for entering the credentials again, the user enters the credentials as prompted, but this time a pop up appears informing that the user is already logged in. While troubleshooting the issue, we noticed that the issue disappears if we accessed the banking websites outside the Sophos firewall, meaning that if we used a hotspot from mobile phones for example. Kindly note that the issue is not related to the timeout or inactivity on the banking websites. Could anyone help with this issue? It causes many troubles for the financing team.