By design you have to send the user back to the Duo service to verify not just that they have a valid remembered device authentication session, but also to complete the device access and security posture checks required by the effective Duo policy for that application and user. Like, they may have a valid authentication session, but their Duo admin may have changed the minimum OS patch version required to access anything, and sending the user back to Duo performs that check and blocks the user from access until they update their OS.
Duo, not DUO.