When setting the authentication mode of a SharePoint site to Browser Authentication, sometimes the browser login dialog does not close.
Define the BrowserAuthentication\return-url registry key and set its value to the site's URL suffix (usually SitePages/Home.aspx).
Define the BrowserAuthentication\use-office-forms-authentication registry key and set its value to Skip.
To learn how to set harmon.ie registry keys, read harmon.ie for Outlook - Administrator's Settings.