How can the browser show an incorrect URL?

I have a Vue app that uses Auth0. I'm getting this sequence of events:

• User visits https://example.com/myapp, clicks login
• User logs in at Auth0 login page
• Browser redirects to original page, now logged in, but url shown is https://example.com

This final URL is incorrect - it's definitely not possible to resolve the page at the given URL. So how is this even possible?