VBA Dir on SharePoint -why working only with Internet Explorer?

Question

I wanted to map some folders on SharePoint and create new subfolders via VBA. The SharePointURLtoUNC function found here: https://stackoverflow.com/questions/1344910/get-the-content-of-a-sharepoint-folder-with-excel-vba was really useful but there was another prerequisite for making all kinds of Dir commands work: I had to log in under Internet Explorer into SharePoint. It didn't work when I was only logged in under Chrome or Microsoft Edge. Could you please explain why is it so and how to avoid Internet Explorer login?