Proof requiring Workfront log in

When I copy the URL and paste it into an incognito browser session I'm able to view the proof without having to login.

I'm not positive on this, but is there a chance you have SSO turned on for your environment? That might affect it. Hopefully someone with more Proof experience can chime in.

My current browser may have been picking up a cookie to prompt log in.  I tried a different browser and was able to go straight to the proof.  

It looks like you cannot make any mark-ups or comments though unless you sign in - is that correct?

I've never been able to use that feature at all and it causes a lot of problems and cache clearing and nonsense. We have a very hard and fast rule - you can to SHARE the proof with someone and that's the ONLY thing you are allowed to do. You don't need a license or a login to click through on a proof if it has been shared with you. (You can email a proof to someone who has previously had it shared with them).