Yeah, I think it's totally legit: that probably means a user has
initiated sign in process but clicked "cancel" on the consent screen
(the part where provider asks a user whether they want to release the
info to the relying party).
You can try it out yourself:
1. Go to
https://simpleauth.appspot.com/auth/openid?identity_url=gmail.com
(or use any other OpenID provider, but not yahoo because they don't
have a "cancel" button)
2. Login with an account you've never used to sign in to
simpleauth.appspot.com before.
3. On the consent screen, click a "cancel" button instead of
confirming. Note that some IdPs don't have a "cancel" button (e.g.
yahoo) so that won't work for those.
4. At this point you will be redirected back to
simpleauth.appspot.com
but there will be no user because you didn't give your consent.
Hope this helps!
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