Why is VSE directed traffic asking for Username? or redirected to Zscaler sign in page?

Why is VSE directed traffic asking for Username? is this normal? or is there a way to bypass this prompt without making the traffic unauthenticated?

The URL loads fine after the username is typed in once on a browser session. However this affects the User Experience and we are looking into making the browser experience seamless for URLs that we direct to VSE for Source IP Anchoring.

Any thoughts? Thanks in advance!