I don't currently use VA but a quick look through the documentation suggests that some types of data imports require login credentials. These include importing data from other databases or other sources such as Google and Twitter.
It is probably related to your Certificate Authority (CA) and maybe some or not all of them (depending on whether you have opted to install them) have been installed correctly as part of the installation and configuration of the SAS Visual Analytics environment.
As @SASKiwi suggests, it would be good to raise an issue with SAS Technical Support to troubleshoot the cause.
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