You may see the MSN page in a randomly launch web browser if the Windows of your system fails to verify the availability of the internet due to misconfiguration of the network or blocking of the URLs by another application/device. The user sees the behavior when the default system browser la...
Another SSO option would be to switch RDWeb to using windows authentication and enable credential delegation on the client PCs, so that they will send credentials automatically when connecting. Problem I see in your case is your client PCs are not domain joined, so you likely cannot use this ...