I found that authentication is cleared when requesting a page. It makes sense however when testing an app behind authentication it doesn't seem like there is a way to specify an authorization header or cookie to be used.

Reference issue: #592

Any tips on how I can test a page that is behind authentication?

UPDATE (LATEST METHOD): The best way to currently do this is to load your authenticated page in DevTools, uncheck the "Clear storage" checkbox, and run Lighthouse.