This will be a self-answer to a problem that is pretty old but recurring. I remember struggling on this back in the days when I was setting up Magento 1.9 and it occurred again this time around on Magento 2.1.4. I totally forgot about how I fixed it back then, so this time around I'm documenting my answer here in case someone needs it too.
Basically, you were setting up your Magento 2.1 store, fulfilled all the server requirements, added SSL, setup your Website, Store and Store View and filled up the store configuration only to realise that suddenly you can't login to the admin panel anymore. There are no errors, nothing in the browser console, neither any problem with the browser Chrome / Firefox. You clear the sessions and cache to no avail too. You found answers that keep pointing back to sessions and cache settings, but you did follow the documentation, and it still doesn't work.