you don't specify if its blazor WASM or server, but it looks like server (as WASM authentication is only the webapi calls and the browser would handle nt authentication on the api call for you).
you should review the docs on blazor server. blazor server is implemented as an html page, that hosts a javascript library. on page load this javascript opens a request to the server to start the server blazor code and create the signal/r hub. after this the client send browsers events as messages to the server app. and the server responds with blazor tree updates, or javascript interop requests,
the request that starts the blazor app, does not exit until the signal/r connection is closed. this request supplies the httpcontext and user authentication information that is available to the server app (there are no more http requests).
this is why there is limited transaction scope support. there is only one session and one transaction request for the life of the app.
if the server app starts anonymous, then is if authentication is required, the blazer app redirects to the login page (shutting down the blazor server app), once authentication is done, the login process redirects back to the blazor server and starts up the blazor server app again this time with authentication set in the new httpcontext.
because you are using windows nt authentication, which is an out-of-band challenge / response protocol on top of http/s, the page hosting blazor app will need to redirect to a new http request that authenticates and restarts the blazor app.
note: blazor navigation requests are handled like any SPA. javascript captures the location changes in the browser. it then cancels the request and uses the url to pick the component to load. there is no new server request.