Afther consulting support and troubleshooting hours..... I found the problem. I was testing this new feature against my test enviroment with a official test license. Logical i would think. Not.
The desktop authentication doesn't work with a test license and this is as designed......
Hope that this will clearer noted in the requirements so that anyone else spends hours to get this working.
By the way, with my production enviroment it was working like a charm.