I'm not sure exactly, but I think it has to do with how the AUTH message is understood in different clients and relays.

It looks like wss://mleku.realy.lol responds with an AUTH message when the socket opens and then doesn't send anything until the client responds with an AUTH

This probably doesn't work well with clients or libraries that are built expecting a NOTICE "auth-required: " message as a signal to authenticate

This seems to be an issue on both sides though, because I've started using rx-nostr and its implemented the same way. it considers AUTH messages to be a signal that the relay is asking for auth without waiting for a NOTICE "auth-required: "