Add redirect uri for oauth2 login

[thomaspeitz]

What this PR does / why we need it:
This improves documentation by oauth2 redirect uri handling. This allows
signing in and keeping the path. It cost me a lot of time to research this until
i found it somewhere hidden in bitly repository (bitly/oauth2_proxy#558). This will reduce research
for other users.

Which issue this PR fixes
There is no open issue.

Special notes for your reviewer:
Thanks for reviewing 👍

Greetings, Thomas

[codecov-io]

Codecov Report

Merging #2741 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2741   +/-   ##
=======================================
  Coverage   40.91%   40.91%           
=======================================
  Files          73       73           
  Lines        5101     5101           
=======================================
  Hits         2087     2087           
  Misses       2725     2725           
  Partials      289      289

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[aledbf]

/lgtm
/approve

[aledbf]

@tsupertramp thanks!

[k8s-ci-robot]

[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: aledbf, tsupertramp

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