Normally, when a site requires that you are logged in before you can access a certain page, you are taken to the login screen and after successfully authenticating yourself, you
Yes this is a vulnerability. Before redirecting you need to inspect the returnUrl string parameter by passing it to a Uri object and make sure that the target domain is the same as the requesting domain. You should also take into account the case when returnUrl is a relative address like /admin. No problem in this case as the redirect will be to the same application.