Windows login prompt dialog is an internet setting and the default setting is "Automatic logon only in Intranet zone". Please make sure this setting is enabled for edge.
For Edge, a server is recognized as part of the local intranet security zone when the user specifies a URL with a fully qualified name that has been explicitly configured as a local intranet site in Edge (see instructions below).
1. Open the Windows Settings and search Internet Options.
2. Click Local intranet > Sites
3. Click Advanced.
4. Enter the tenant specific URL into the Websites text box.
5. Click Close.
Other things to validate for your app:
Have Windows authentication and authorization enabled for your ASP.NET app
Web page pop-up username and password box - Browsers | Microsoft Docs