It was at the Palo Alto end.
Palo Alto was sending multiple request to Radius for NPS Authentication. We configured the PaloAlto Portal and Gateway to enable cookies using Self-signed certificate to fix the issue. Below are the links discussing the same issue:
How to Install Duo Security 2FA for Palo Alto GlobalProtect VPN (RADIUS Configuration)
Why are users receiving multiple Duo Push authentication requests while logging in to Palo Alto PAN-OS?
Palo Alto Global Protect configuration with Two factor Authentication