Payment approval does not redirect to return_url in sandbox

[karel_s]

When creating an order using /v2/checkout/orderswith

{
  "intent": "CAPTURE",
  "purchase_units": {"..."},
  "payment_source": {
    "paypal": {
      "experience_context": {
      "payment_method_preference": "IMMEDIATE_PAYMENT_REQUIRED",
      "payment_method_selected": "PAYPAL",
      "brand_name": "Brand name",
      "landing_page": "LOGIN",
      "user_action": "PAY_NOW",
      "shipping_preference": "NO_SHIPPING",
      "return_url": "https://example.com/success",
      "cancel_url": "https://example.com/back",
      }
    }
  }
}

I get a response with HATEOAS link with rel: approveand I redirect there.

Upon logging in and approving the payment I am not redirected back to return_urlbut I get stuck in
an infinite loop of approval.

I also tried specifying return_urlusing Payment Experience Profiles (/v1/payment-experience/web-profiles)
but the result is the same.

How should I specify the return_urlproperly so that I am redirected back to my checkout page?