When logging into the SDDC manager and then selecting the management vCenter, you do not need to log in again, but when you select a workload domain, you do need to re-login.
VMware Cloud Foundation 4.x
VMware Cloud Foundation 5.x
This is working as expected
When logging into a Management workload domain, the PSC that is used for authentication to log in to the SDDC manager is the Management VC. That token that gets created can only be used by the management workload domain vCenter.
When logging into a VI workload domain vCenter, the UI service needs its own token, which is why it prompts for authentication again.