Hi Andrew,
Thanks for your reply.
I have tested locally in the two situations.
1)If I'm using a windows account which doesn't have the access to open the report server url. It will promote me to login in.
2)If I'm using a windows account which has the access to open the report server url. I could connect to the report server directly without login promote.
In the first situation, I login in and save my credential. And then I tried to clear all recent item lists with option and delete the user.config file at the same time.
Restart the Report Builder, connect to the server,it will promote to login again.
check the user.config file path:C:\Users\****Zoe(yourusername)****\AppData\Local\Microsoft\Report Builder\15.0.0.0
Please check your window account to see if the account you are using already have the access so that you do not need to login in.
You could run the Report Builder as a different user with an account which do not have any access and then connect to the server to have a check whether you need to login or not.