Why would you click on it? It takes you away from the game which tells the server that you have disconnected and initiates a 60-second abort countdown.
But change your password. If another login is detected then that means exactly what it says, someone is trying to login to your account. If it's not you, then change your password. Otherwise, you need to logout of your accounts on other devices because one of them may be trying to login in the background. Also, report the bug. They don't get fixed by posting in the forums.
There is a problem I don't understand. While I play, I get the message- another login detected- I click on it and then my game is gone and i've lost the game. What is this? It's on the new site. And also on the old site. When I look at games archive, it says , I abonded the game. Of course I never did.