Fix authentication handling when prefix is set

[philippjfr]

Fixes #5398

[codecov]

Codecov Report

Merging #5422 (a5d2370) into main (2f1e42a) will decrease coverage by 12.55%.
Report is 2 commits behind head on main.
The diff coverage is 30.00%.

@@             Coverage Diff             @@
##             main    #5422       +/-   ##
===========================================
- Coverage   82.75%   70.20%   -12.55%     
===========================================
  Files         274      274               
  Lines       39897    39919       +22     
===========================================
- Hits        33015    28025     -4990     
- Misses       6882    11894     +5012     

Flag	Coverage Δ
ui-tests	?
unitexamples-tests	70.20% <30.00%> (-2.48%)	⬇️

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Files Changed	Coverage Δ
panel/auth.py	36.38% <0.00%> (ø)
panel/tests/ui/test_auth.py	38.46% <25.00%> (-11.54%)	⬇️
panel/io/server.py	67.45% <44.44%> (-5.55%)	⬇️

... and 77 files with indirect coverage changes

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