I believe you need RSSO or ASSO to be setup for that.
Check if you have installed and configured any of them in your environment.
This question is about sessions not SSO. Some browsers retain session across tabs; other browsers do not. It's not even consistent across versions of IE (or at least, the last time I checked). If a browser retains a session across tabs, a user can only login once.
JSS SSO Plugin
Thanks John and Sherwin for your responses.
RSSO would need to maintain the same session. But in this case it is already holding up the session.