The browser faces issues when doing federation journey via IWA from the Identity Provider (IdP) to an external Service Provider (SP).
The issue occurs only with persistent sessions.
smps.log:
[2496/4800][Mon Sep 26 2016 11:12:56][IsAuthorized.cpp:70][ERROR][sm-Server-02740] SmSessionVariableProvider::SetSessionVariable() - SetVariable Failed for : UserNameIDValue.SP.<value>
[2496/4800][Mon Sep 26 2016 11:12:56][SmSessionServer.cpp:785][ERROR][sm-Server-06007] failed. Error code : 2
[2496/4800][Mon Sep 26 2016 11:12:56][IsAuthorized.cpp:70][ERROR][sm-Server-02740] SmSessionVariableProvider::SetSessionVariable() - SetVariable Failed for : UserNameIDFormat.SP.<value>
[2496/4800][Mon Sep 26 2016 11:12:56][SmSessionServer.cpp:785][ERROR][sm-Server-06007] failed. Error code : 2
[2496/4800][Mon Sep 26 2016 11:12:56][IsAuthorized.cpp:70][ERROR][sm-Server-02740] SmSessionVariableProvider::SetSessionVariable() - SetVariable Failed for : SessionIndex.SP.<value>
[2496/4800][Mon Sep 26 2016 11:12:56][SmSessionServer.cpp:785][ERROR][sm-Server-06007] failed. Error code : 2
[2496/4800][Mon Sep 26 2016 11:12:56][IsAuthorized.cpp:70][ERROR][sm-Server-02740] SmSessionVariableProvider::SetSessionVariable() - SetVariable Failed for : StateSLO.SP.<value>
[2496/4800][Mon Sep 26 2016 11:12:56][AssertionGenerator.java][ERROR][sm-FedServer-00130] postProcess() returns fatal error. Can not save the SLO information into session store.
As the configuration "Windows User Security Context" in the AdminUI is enabled, this issue happens (1). The Web Server probably doesn't meet the requirements.
Turning off the option "Use Authenticated user's security context" in the Active Directory (AD) User Directory definition resolves the issue.