Hello @rsuvalle , welcome to the Duo Community!
There are a few reasons this might happen with the Global Protect VPN depending on whether or not it’s configured to use cookies to override authentication, which is explained further in this Palo Alto article. There could be a configuration issue between the Gateway and the Portal, something wrong with the Authentication Override settings, or the RADIUS timeout might be too low.
The troubleshooting will most likely need to be done on the side of your IT administrator. This help article will explain the issue further with possible solutions. You might also find our Palo Alto GlobalProtect documentation helpful.
Hope this helps!
-Lauren