Angular catchError in intercepter dialog not working

Question

I am trying to show Unauthenticated dialog and let user to click on the return to logging page when there is 403 error. Below code works fine but dialog is getting disappear immediately before user click on it to go back to logging page. Ideally Dialog should stay till user click on it. Any suggestions how I can fix it.

intercept(
req: HttpRequest<any>,
next: HttpHandler): Observable<HttpEvent<any>> {
return next.handle(req).pipe(
  catchError((err) => {
    console.log(err);
    if (err.status === 401) {
      this.dialog.open(UnauthenticatedErrorDialogComponent);
    } else if (err.status === 403) {
      this.dialog.open(UnauthorizedErrorDialogComponent);
    }
   throw err;
  })
);

}