Chrome asks for proxy authentication for every page I open, IE doesn't
Go to Settings.
Scroll down to "+ Show advanced settings" and click it.
Scroll down until you see "Network," and click "Change proxy settings..."
Once you get there, you should see a dialog box similar to what would pop in IE's settings, and you're going to click the "Connections" tab.
In that tab, you'll see near the lower right-hand corner "LAN Settings," click it.
Once loaded, at the bottom, if the "Proxy server" box is checked, uncheck it and see if that works.
If you are dealing with VPN and you need to set proxy on and off then you can try some chrome extension to set the username and password automatically.
e.g., "proxy auto auth" or "proxy helper".