When connecting a new Jetpack user to a site via wp-admin banner, connection fails or ends in incoherent state.

Follow a Jetpack connection flow and be returned to a site dashboard, either in Calypso or wp-admin.
There were two outcomes.
Here, we're immediately presented with a "Return to site" button. Click it and we return to the site without connecting. Note this gif loops, but there are _two_ attempts here. You can see in the second attempt that "Approve" appears.

It seems that some of the state may not be loaded which is causing a "Return to site" button to be shown rather than the desired "Approve" button.
If you do see "Approve" and click it, the site is connected. However the return to a connect form with a "Finishing set up…" notification. What to do, there's not obvious way ouy?

Back at the site, you _are_ connected at this point.
There appear to be two main issues.
Reported by @keoshi here: p1498748549590798-slack-jpop-design
When I created this issue I was able to reproduce consistently. Later I attempted to reproduce again with a different site and was unable.
cc @roccotripaldi who's working on the problem. I'm going to close the Jetpack issue, because it's not a Jetpack issue. Thanks!
Most helpful comment
cc @roccotripaldi who's working on the problem. I'm going to close the Jetpack issue, because it's not a Jetpack issue. Thanks!