Using browser Integrated Windows Authentication with Okta and ZScaler

We’ve been using Okta AD Agents for end-users authentication for a while now. We would like the users to have less friction during sign-in process to ZScaler.
Apparently there is browser feature called “Integrated Windows Authentication” which could be used with Okta Agentless Desktop Single Sign-on. It sounds that it could match our use case where users sign-in into Citrix and then access the Internet via ZScaler.
Has anyone used this to authenticate users to ZScaler?
If so any feedback is appreciated.