Roaming Captive Portal prompts user for credentials when trying to go to a site.
If a user tries to reach proxy.threatpulse.net from a location that is not defined in the Web Security Service (WSS) portal as a network location, a Roaming Captive portal prompt will appear.
Web Security Service
Add egress IP of user location as a network location in WSS portal:
Service> Network > Location > Add Location: