Hey @dev_m, are you still seeing this issue?
Embedded apps should use Shopify managed installation with token exchange. With this setup, your app renders its UI immediately on load and acquires access tokens behind the scenes via session tokens. No OAuth redirect needed.
In your shopify.app.toml, make sure use_legacy_install_flow is omitted or set to false, then run shopify app deploy. The token acquisition guide covers the full setup.
Another developer hit this same issue here: Immediate redirection after Install - Latest check