It took me a few weeks to figure this one out and there wasn't anything I could find in Support.
Add note to the configure.cgi page: If you are using the TemplateLogin? and you had to rename your scripts with .pl or .cgi you must add the .pl or .cgi extension to the list of scripts in the AuthScripts? field or you will not be redirected to the Login page automatically.
The alternative is to automatically do the .* somewhere like the .htaccess stuff.
One-character fix done in Client.pm. Sorry for the grief, Ann.
Closed with release of 4.0.2