This seems to be a recent change in behavior. To reproduce: 1. Find/create a report, run it and copy the URL. Something like "http://localhost:8081/cgi-bin/koha/reports/guided_reports.pl?id=1&op=run" 2. Logout, or use a private browsing tab, and use the URL from above. 3. You'll be promoted to login fist, do that. 4. Once you are logged in you'll be taken to the reports home page instead of your specific report.
I'll just add that I do see the report id in the login form in a hidden field, so it does carry to the login form, but gets lost after login.
I found that when using a local login, after authentication the op param is updated to cud-login. After authentication the id param is not in the url, but it is included in the payload. The report doesn't load because the op param is not longer 'run' Interestingly after an SSO authentication the page loads with the complete original url and the report loads
Confirming that we see that it works via SSO here as well. Seems to be limited to local login.