FortiGate Next Generation Firewall utilizes purpose-built security processors and threat intelligence security services from FortiGuard labs to deliver top-rated protection and high performance, including encrypted traffic.
Article Id 198282
This article describes that authentication prompt is not showing when policy is having user configured.

Policy is configured with the user however authentication prompt is not received to the user

This can happen due to two reasons:
1) Traffic is not matching the configured policy
2) There is policy configured to allow the traffic without any authentication

If there is policy without any authentication, then firewall will first select the policy which does not have any authentication configured to allow the traffic though the policy with authentication is on top.

In the above picture policy 12 is configured with the user however traffic will always flow from the policy 11 as there is no user is configured in it.