Back story: I had the latest ArcGIS visual loaded within a .pbix file that I had connected successfully to my ArcGIS Online account and loaded with a feature layer from my ARCGIS Online account.
1. I saved the .pbix file with the ArcGIS visual to new name
2. Within the new .pbix file I proceeded to the ArcGIS visual with the intent to add another feature layer.
3. I discovered that I was no longer logged in, so I tried to login to my ArcGIS Online account within the visual but the "login" screen gave me no such option. Here's what I was presented with:

Why is there no apparent way to login here?
4. With no apparent way to log in I deleted the ArcGIS visual
5. I added a new ArcGIS visual to the ,pbix file and then pressed the Sign In button
6. The following error message was displayed

I have X and Y points in my PBI data so I loaded the data in and tried to login again, only to find myself back at step 3 again.
Two issues:
Why was I not presented with a login page at step 3?
Why did I get an error message at step 6?