Same here… though slightly different, as mine redirects back to an old stand alone blog for authentication in the stats windows. That blog was turned off months ago and has not been active in that time frame. Did a little reading and looking around over on WordPress.Com and it would appear a LOT of people are having the problem. Supposedly being worked on.
A bit more research says that stats over on the WP.com go a sleek and sexy new look last Thursday. Though, personally from what I have seen and read I don’t think it is sleek, nor all that sexy. Regardless, I bet this change is what has caused this issue.