The machine / Windows PC is joined to the domain and using IWA, but instead of seeing UserA you are seeing UserB log on to the proxy.
Instead of seeing the account used to join the domain be presented to the ProxySG, the Proxy is presenting another User Name and Password, or a separate account from that IP address.
Note: If the PCs / machines share an IP NAT before the proxy and you have selected an IP based surrogate / caching mode (such as Proxy IP or Origin IP Redirect) in the Web Authentication Layer authentication rule, that similar symptoms can be seen and would be expected. A different authentication mode should be used in that scenario.
It is possible to store windows credentials or other passwords in the Windows Vault \ Windows Credential Manager. A user can store a different Domain Account in the "Windows Credentials" value. It is possible this could be presented when browsing to the web, when the proxy prompts for credentials.
See the Microsoft "how-to" article referencing this:
In the Control Panel --> User Accounts ---> In the left pane, click Manage your credentials ---> In Windows Credentials --> Drop down the entry and select "Remove from vault"