What do you mean by "ADFS (thru adconnect)"?
If you have ADFS and have federated your Azure AD domain with it, local users should be redirected to ADFS for authentication and as long as they meet the condition for Windows Integrated Authentication, they will have a SSO experience. So no it is not expected
that they have to sig-in.
Things are described here:
https://docs.microsoft.com/en-us/azure/active-directory/connect/active-directory-aadconnectfed-whatis
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