Steam – How to get out of the “Welcome Back” screen

You started the game the way you're supposed to. It is supposed to load up the full thing in the screen you are in.

The reason it doesn't work is on Steam/Valve's end. There currently still are a lot of connection and performance issues because of the high amount of traffic Steam has to deal with during the summer sale.

The game occasionally works but often ends up lagging out and then becomes unplayable. The only thing you can do is wait for the servers to become more stable, and occasionally trying the game again.

You indeed get some cards by doing it.

You also get a 100xp-worth badge, for your steam profil, once you've reached the level 120. Note that you level up even when you do not play the game.

EDIT: After being level 220, the badge you got at level 120 is improved. This badge gives 125xp instead of 100.

It also helps the community to complete the objectives which put some games on sale. For example, the first objective unlocked a -50% on the game Crysis 2.