Forum Problem

[Castellon]

Note that there are two domains associated with the forums.
forum.paradoxplaza.com/forum
and
www.europa-universalis.com/forums

So you may have been logged into one of those but not the other and the link used the one you were not logged into.

 

[Castellon]

It is not a "bug"
Both URLs were designed to point to the same place.
Just log into both with cookies on and you will never even notice.
Actually use the paradoxplaza one as your default and it is only rarely that you will still see a link using the EU address.