I have an .aspx page in my web forms application. running .net framework 4.8

It has a hyperlink

<a href="https://my.sso.webapp.com/home" target="_blank">Prod</a>

When I click on this hyperlink, it requires me to authenticate. Even though I already am logged on to my work network(SSO)

However, when i copy the url from the hyperlink and paste it into a browser new window or new tab, the target website loads just fine.
Is there an explanation to this behavior and how can i fix this behavior if at all that is possible?