During some troubleshooting it was discovered that for some reason “https://login.windows.net” needs to added to “IE trusted site” else you wouldn’t get a PRT (Primary Refresh Token) issued in some scenarios. Microsoft have been working on merging the Azure AD Authentication Flows since March 2015, but this still doesn’t seem to be merged end-to-end yet.
Source: Simplifying our Azure AD Authentication Flows
/Peter