As I mentioned, I think your best course of action is to get a technical support track opened. This might require a bit more investigation than can be done over the SAS communities.
I also didn't see answers to the other questions I had asked which I'll summarize here:
Do you see this happen for every report you try to open all of the time?
Does network connectivity matter, for instance if you're connecting over VPN or from an office location?
Are you aware of any other users in your organization that have the same issue?
A screenshot of the prompt you're getting might be useful too, it's still not clear to me if you're seeing the actual SASLogon prompt or something else.
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