I'm sorry that my suggestion offended you.
ProGet doesn't "prefer" anything. It's a standard, authenticated feed. If it works in your browser (i.e. the feed endpoint URL), then it should work in NuGet. if it doesn't work in NuGet, then NuGet isn't being configured correctly.
"Behind the scenes", NuGet uses "basic authentication" to transmit those credentials to ProGet. It's the same mechanism your browser uses when you navigate to the feed API (i.e. a pop-up).
Credentials are stored in the nuget.config; the link I provided shows you how to edit that configuration file. You can either edit it yourself or use the sources command-line argument.
https://docs.microsoft.com/en-us/nuget/reference/nuget-config-file#packagesourcecredentials
You can attach a tool like Fiddler to NuGet.exe, and see what it's sending in different cases. It might be a NuGet bug.