External SAML user not in the external user group gets into infinite redirection loop

Summary

ZD ticket: https://gitlab.zendesk.com/agent/tickets/83399

An external user that is not in the external users group, get into a infinite redirection loop instead of getting an access denied page or similar.

Steps to reproduce

TBD

What is the current bug behavior?

Page keeps on redirecting

What is the expected correct behavior?

Access denied page is shown.

Output of checks

GitLab 9.5.5-ee

Possible fixes

???