This doesn't work well if you aren't working in your default browser and if the link expires after a single use. For instance, if you're trying to log into an app (not a website) and the redirect to the app doesn't work when you tap the link in your email.
I suppose an alternative approach would be to open a websocket in the post login page, and if you open the link in your email the server sends your browser a cookie or something, and then you're in. But I've never seen that approach.
I'm the opposite. I deliberately avoid checking my email outside of predefined times, and hate it when a website assumes that everyone is happily living in their inbox.