Integration F5 APM with AZure ( User book mark issue)

When a customer hit a URI path abc/bcd it redirects the user to azure login page. If customer bookmarks that url and tries to access it later. He would be prompted the azure login prompt and once he authenticates he gets redirected to /my.policy and getting denied. Is there a solution for this where customer should be redirected to the login URI path he saved or to the homepage so that he can initiate the actual F5 APM session?