This means that you have already clicked on that URL in the email before and it has been authenticated or verified. As a verified user, you will have a session cookie stored in your browser which takes you automatically to the authenticated page. This is intended since we don’t want users to be verified twice. By deleting your browser cache, you will get to the login page again after clicking on the link in the URL.
Starting from Version 2.6.4 the Cookie will only be stored in Memory. Therefore closing the current browser session before accessing the URL or deleting the session cookie (please note that in IE you can only delete session cookies by clicking F12 and then the button "clear the session cookies") will prevent this behavior.