So, based on my EDIT, I’ve modified my _Layout.cshtml so that instead of having
@if(User.IsInRole("Admin")) {...}
I have
@if(User.Identity.IsAuthenticated && User.IsInRole("Admin")) {...}
which seems to solve the problem.
I believe the problem was that ASP .NET Identity uses an empty WindowsIdentity when no user is authenticated and when I try to check for the User.IsInRole, then it will try to check the roles of a WindowsIdentity against an Active Directory that I don’t have. Obviously I should first check if the user is even logged in before attempting to check its roles, so mea culpa.
But, even though the change above seems to fix my code, I’d be very interested in knowing more about this behavior: why is it using an empty System.Security.Principal.WindowsIdentity when no user is authenticated. I’ll accept any answer which explains that.