Enter the verification code on the web but nowhere to enter it?

I am trying to sign into iCloud on the browser. I put in my password and get told someone is trying to sign in. I click "allow" and a window opens with a verification code to enter "on the web".

The icloud page never changes and doesn't give me anywhere to PUT the code? I just logged in HERE with the same method but yet am not logged into iCloud?

Its also popping up the code on the same device I'm trying to login on, which seems to defeat the purpose of a code anyway.

Any ideas on what is going on or how to access icloud on my mac? (the mac I'm using is ALSO signed in but apparently that doesn't matter either)