SharePoint redirects to error.aspx when no cookie present for office addins web browser control

I am new to SharePoint and facing an issue with SharePoint claims authentication redirection.

Scenario - If I clear cache of IE browser, and login into chrome and open a word file for edit. MS Word will try opening file, but there is no cookie available of claims authentication in IE Web browser control. It will ask to provide credentials and even user providing credentials it redirects to error.aspx page. But session still establish and user can close with and continue working. But user will be prompted error window.

/_layouts/Login.aspx?ReturnUrl=/_layouts/15/error.aspx)). Parent No

But in case where cookie is available in IE browser, it redirects to Authenticate.aspx.

I am not sure what is wrong.