When you try to open or edit a document hosted in Microsoft® 365™ (Sharepoint Online, OneDrive, Outlook Web App etc), you are prompted to provide your logon credentials, even though you have already been authenticated for Microsoft 365. When you do provide the credentials again, the document opens successfully in its associated application.

When you log on to Microsoft 365, whether directly or via a federated identity provider such as RM Unify, you initiate a session between your browser and the Microsoft 365 online services.

When you open Office files, however, e.g. a Microsoft Word document, the local Office application needs to initiate its own session (as the session between your browser and the service cannot be shared). This is what causes you to be prompted to re-enter your credentials. This is a feature of all Microsoft Office applications.

Microsoft provides a useful summary of the expected user sign in experiences in different scenarios here.

On private computers, where you are the only person to log on, you may choose to use the 'Keep me signed in' feature. You should not be prompted again until you sign out, start a new session or the cookie expires. Do not use this feature on shared computers as a subsequent user could gain unauthorised access to a previous user's work.