Pretty sure it is because you have a cookie set that tells them you do have an acccount, so they prompt you for login.

If you click the link in a private window, I almost guarantee it wont prompt for login.

Quite annoying and it can add significant load time to pages even if you are signed in.

That's interesting. I didn't.

Well, maybe this will be useful to someone https://archive.is/ZKgP

I'd love to know too! I've noticed this happening sometimes when I follow MSDN or MS discussion forum links from Google.