sharepoint - Exception when doing a Graph Query in SPFX 1.6

Question

I am using the OOB example from https://pnp.github.io/pnpjs/graph/docs/ where my render function looks like this:

  public render(): void {
    // A simple loading message
    this.domElement.innerHTML = `Loading...`;

    // here we will load the current web's properties
    graph.groups.get().then(groups => {

      this.domElement.innerHTML = `Groups: <ul>${groups.map(g => `<li>${g.displayName}</li>`).join("")}</ul>`;
    });
  }

On load the webpart will throw the following exception:

adalclient.ts:154 Uncaught (in promise) Error: Could not open pop-up window for auth. Likely pop-ups are blocked by the browser.
    at AdalClient._this._displayCallback (adalclient.ts:154)
    at Object.displayCall (adalclient.ts:118)
    at AuthenticationContext.login (adal.min.js:2)
    at adalclient.ts:176

This happens both in the workbench and when the webpart is deployed.

Am I missing a step here? Someone else having the same result?