Hello Binh Cao,
Do you currently have HSTS enabled in LifeTime, as well as the Secure Cookie setting?
Also, after having checked Single Sign-On Between App Types, have you re-applied the configuration to your applications? An easy way to do this is to create a new Solution in Service Center, associate all modules with it, then click Apply Settings.
If you've already done that, then are your applications both using the same User Provider Module (properties at the module level in Service Studio)? And when you redirect to your React application, are you redirecting to "/" of the application or to "/Login"