Why do users with SSO via Entra need to keep signing in?

We use SSO via Entra for logging into SmartSheet. We are also integrating it into a web app. If you are signed in via SSO, either on your own or within the web app, and you close out the browser, than you need to click to sign in via SSO again. No other sites or web apps that use SSO do this. Is this a setting I am missing or is this a bug?

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