So I'm not sure if this is a bug or intended, but it doesn't seem right. Let me explain.
To start, I'm logged in and happy. If I type wallhaven.cc in the address bar or if I click on a bookmark to the site it works fine.
However, if I click on a link to wallhaven.cc (any path, not just the root), I get a page where I'm not logged in. For example, I search on DuckDuckGo for wallhaven.cc. The top hit is the main site. I click on that entry and I get the main page, but I'm not logged in. If I go up to the address bar and hit enter (entering the URL again), I am suddenly logged in. A refresh doesn't work, only clicking enter. I'd expect to click the link and land on the page with my login already active.
I've only tried this on Firefox, but I disabled all addons and got the same result.