This has come up before. Unfortunately, there is no way around this “speed bump”. It is on our radar and it is something we are going to explore supporting in the future.
Do you know how are the other vendors performing the automatic login? Do they use OIDC or SAML based IdPs? When you land on the auth-protected page, is the browser immediately redirecting you to the IdP to login? Or is it doing some kind of async background call to the IdP while keeping the user on the auth-protected page in a waiting state?
You totally could link directly to /data/perspective/login/{project}, just know you are relying on the internal implementation details of how Ignition does the IdP redirects and while I do not see this changing any time soon, it could change in the future.