Nope, this happens to me on occasion as well. It seems that some links (out of the 1000's) on this site) skip leaving a cookie and that window opens as if I'm logged out.
INteresting phenomenon, and I'm not sure where Jordan'd start looking to find the problem. If people encounter this in other places as well as verify what G.T and I have run into, please log it here.
That way Jordan can get an idea as to where that disfunction happens.
Thanks,
AO