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Let me know if this happens only on hivedex.io but I don't think so.
It is their intended design to open instead of keychain. They probably have an option to disable it. If not, you can add specific websites for that extension in the settings and prevent it accessing hivedex.

As far as I've noticed, hivedex.io is the only site where this happens. When it happens I usually have to refresh / reload the page a few times. Thanks for the tip about adding specific websites for the whalevault extension so it doesn't conflict.

Does this happen on any other website as well? Like peakd or hive.blog?

WhaleVault will also act as a polyfill for Steem Keychain, Hive Keychain, and Blurt Keychain for seamlessly and securely transacting with any app or wallet that supports them. That includes Hive-Engine / TRIBALDEX support, all from a single extension!

From their page 👆