Having to log in with new tab

When I went to a provider's profile & clicked on a review, the review would open in a new tab. It was the same if I clicked an ECCIE link in a forum. I always thought that was strange. But now when I open a new tab, I have to log in again also. Is this new? I did upgrade my Mac to OS X Yosemite over the weekend.

Any help/ideas? It's happening on other sites too.