Is there a chance that they're logging out of the site? If the cookie has expired then a re-authentication should take place.

I haven't run across what you're seeing before so I'm not sure why they're getting logged out. However I can explain why they get re-authenticated when they delete their cookie. Simply put, when therei's no cookie and the AD code section is called and checks the authentication type an Undefined is returned. This fires the process of logging the Windows user into the website. If they click logout and the cookie hasn't expired then it returns a type of WinLogon and the code is bypassed. Now that said, you'd think that I could change the code so that if WinLogon is returned it also goes through the login process but unfortunately I can't (puts the code in an endless loop). I haven't quite figured out what the intentions were of the original creator of the code but I think the idea was that if the cookie was still there and still valid then the user must be logged in so don't go through the login process. The only other thing I can think of that you might be able to use to test further is to shorten the expiry date of the cookie in your web.config and see what happens when users hit the site with an expired cookie.