This issue is caused because Apple's autologin url polling is failing. That url is returning plain html characters, so the OS thinks it didn't connect properly to the Wi-Fi network.

To solve it until Apple fix that polling website, you can change it to this one (it is also official from Apple):

1- Open Terminal

2- Type:

    sudo nano /Library/Preferences/SystemConfiguration/CaptiveNetworkSupport/Settings.plist

3- Edit the line 8 by changing the url:

    OLD: http://www.apple.com/library/test/success.html
    NEW: http://captive.apple.com

4- Press `CONTROL` + `X`, then type `Y`, then `ENTER`. 5- Reboot

This method was originally published by `masklinn` on Reddit.