E-mail notifications to subscribed threads logging me out

This can be a bit of an annoyance, but every time I click on a link to a subscribed thread from my e-mail, it logs me out if I'm already logged in. Does this happen to anybody else? Could it just be my settings or is it just with the way the forums are set up?

Usually, when I've been gone for a while I'll go through my email list, open all the threads that I got emails for, then one by one read them and maybe post in them, but the problem with that is I have to log in for each and every one. I know I could just instead log in and go to my subscribed threads instead, but I'd rather just click the link from my e-mail when it pops up.