After some debugging, I seem to have figured out the problem. The issue in the above code lies with the state parameter in reddit.auth.url(). I tried with different strings other than "..." and avoided using any special character and the request worked fine.

My current code:

 _auth_url = reddit.auth.url(
                        scopes=["identity"],
                        state="authAccess",
                        duration="permanent"
 )

Probably It has something to do with how PRAW validates the parameters at the backdrop.

Thanks!