Microsoft.AspNetCore.Authentication.WsFederation.WsFederationHandler - .AspNetCore.Correlation.WsFederation cookie not found - asp.net-core

Question

I have a .NET Core 3.1 MVC app running as Azure app service. It is a WS-Federation client of ADFS 4.0
The app is running fine as far as I can tell, but logs are showing this error several times every hour.
WARN Microsoft.AspNetCore.Authentication.WsFederation.WsFederationHandler - '.AspNetCore.Correlation.WsFederation.7uN5rakM-M-9CQtd4R-mS_Z0Srw2yDfCEXZCLTGdJoU' cookie not found.
2020-09-01 20:49:15,961 [25] ERROR Microsoft.AspNetCore.Diagnostics.ExceptionHandlerMiddleware - An unhandled exception has occurred while executing the request.
System.Exception: An error was encountered while handling the remote login.
---> System.Exception: Correlation failed.
--- End of inner exception stack trace ---
at Microsoft.AspNetCore.Authentication.RemoteAuthenticationHandler`1.HandleRequestAsync()
at Microsoft.AspNetCore.Authentication.AuthenticationMiddleware.Invoke(HttpContext context)
at Microsoft.AspNetCore.Diagnostics.ExceptionHandlerMiddleware.<Invoke>g__Awaited|6_0(ExceptionHandlerMiddleware middleware, HttpContext context, Task task)
Startup.cs
public void ConfigureServices(IServiceCollection services)
{
services.AddAuthentication(sharedOptions =>
{
sharedOptions.DefaultScheme = CookieAuthenticationDefaults.AuthenticationScheme;
sharedOptions.DefaultChallengeScheme = WsFederationDefaults.AuthenticationScheme;
})
.AddWsFederation(options =>
{
options.Wtrealm = Configuration["Federation:idaWtrealm"];
options.MetadataAddress = Configuration["Federation:idaADFSMetadata"];
})
.AddCookie();
Microsoft.IdentityModel.Logging.IdentityModelEventSource.ShowPII = true;
services.AddControllersWithViews(options =>
{
var policy = new AuthorizationPolicyBuilder()
.RequireAuthenticatedUser()
.Build();
options.Filters.Add(new AuthorizeFilter(policy));
});
services.AddRazorPages();
services.AddRouting(options => options.LowercaseUrls = true);
services.AddHttpContextAccessor();
// Add functionality to inject IOptions<T>
services.AddOptions();
// Add our Config object so it can be injected
services.Configure<EndpointOptions>(Configuration.GetSection("Endpoints"));
}
public void Configure(IApplicationBuilder app, IWebHostEnvironment env)
{
if (env.IsDevelopment())
{
app.UseDeveloperExceptionPage();
}
else
{
app.UseExceptionHandler("/home/error");
}
app.UseHttpsRedirection();
app.UseStaticFiles();
app.UseRouting();
app.UseAuthentication();
app.UseAuthorization();
app.UseEndpoints(endpoints =>
{
endpoints.MapControllerRoute(
name: "default",
pattern: "{controller=Home}/{action=Index}");
endpoints.MapRazorPages();
});
}