Oppening hyper links in Excell always asks for signin even when it shouldn't

From my enterprise application, I can export a list of assets into an Excel file or a PDF file which puts a clickable hyperlink that points to the asset. When I click on the hyperlink in the excel file, it should open a new tab in the browser and display the asset detail page from my enterprise application. If there is an active session in the browser then the browse should not prompt for my credentials and directly open the asset details page. The exported sheet will look something like below
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This doesn't happen and the hyperlinks opened from Excell always prompts me to sign in even when there is an active session open in the browser. This doesn't happen when I click on the hyperlink in the PDF file or manually copy the hyperlink and paste it into the browser window. When I save this excel file as a PDF and then click on the hyperlinks then it works as expected(without re-prompt for sign in). I have also manually created hyperlinks both using the formula(=HYPERLINK) and using the Link context menu and the behaviour is the same in these two cases (Prompted for signing). I have also tried this with MS word and it's also prompting for me to sign in.

Expected workflow: Click on the hyperlink in Excell -> Oppens the asset detail page in browser
Current behaviour: Click on the hyperlink in Excell -> Opens sign-in page of my enterprise application -> sign in -> open asset details page

Is Excell/MS Office doing anything additional whenever I click on these hyperlinks and if so how can I disable this functionality? How are external URL's handled in the MS office?