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Could you please help with below detail.
How your Tableau Server is authenticated is it local or AD server. In case of AD server make sure :Enable Automatic Logon" should not checked in. IF Yes then change your setting. This option treated like SSO.
Due to this option Tableau is not asking for authentication.
This happens with us using IE ("official" company browser) but not with Firefox or Chrome. We are in an AD (Active Directory) environment.