Issue Resolved...
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)
https://www.youtube.com/watch?v=XdUfLzLK_5A
Why are users receiving multiple Duo Push authentication requests while logging in to Palo Alto PAN-OS?
https://help.duo.com/s/article/2054?language=en_US
Palo Alto Global Protect configuration with Two factor Authentication
https://www.youtube.com/watch?v=it4rzLkcOWk