It may annoy the user, but it's the proper behavior (if this is the way you're doing authentication). If all you have to go on is URLs and maybe hidden fields in POSTs, then "another browser tab" is pretty much the same as "another browser" or "a browser on another computer" for all the state it's communicating up to your server.
HTTP doesn't really give you that many levers to pull on for tracking state between requests; it's either in the headers or in the body. "Encoded into the URL" counts as "headers", "hidden field in a POST" counts as "body", and about the only other thing you have is "cookie", which is a header. And cookie is the only one that the browser itself knows anything about between requests.
To me, that boils down to: If you're not able to use cookies, you'll need to figure out a way to spin this "annoyance" as a "feature".
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