You can fix it (in some cases) by editing function duo_start_second_factor to the below removing the reference to wp_logout();
function duo_start_second_factor($user, $redirect_to=NULL){
if (!$redirect_to){
// Some custom themes do not provide the redirect_to value
// Admin page is a good default
$redirect_to = isset( $_POST[‘redirect_to’] ) ? $_POST[‘redirect_to’] : admin_url();
}
duo_sign_request($user, $redirect_to);
exit();
}
This fixed my compatibility issue with the plugin Theme My Login