Happy to help 
About 1-2 years ago, Chrome made changes to their browser that affected Embedded Apps, and around this time (perhaps because of this) Knack introduced the feature in the Builder to choose between Cookies or Tokens.
As for why the Login experience is different on mobile phones vs desktop, maybe you can ask Knack Support to shed light on this—feel free to share their response here for anyone reading this in the future. I do know that others have mentioned this issue and the “fix” was the same as yours:
Cheers