Every page of action=help (e.g. https://www.mediawiki.org/w/api.php) makes calls to lots of Special:CentralAuthLogin on different wikis, and shows a message:
You are centrally logged in as <User>. Reload the page to apply your user settings.
And if you reload the page or load any other action=help page, just the same happens.
This is probably due to the fact that action=help treats you as logged-out, while CentralAuth has cookies to detect you should be logged in.