Enterprise Vault needs your account details in order to update your Vault cache

There is an issue in EV where after installing a service pack on the EV server (this has happened to me with each service pack since 8.0 was first installed) where your settings on the Web Applications tab for each of your Desktop Policies get reset/disabled.  I have to go into each of my Desktop Policies and on the Web Applications tab click the "Add all Enterprise Vault server to the intranet zone" and "Bypass local proxy server" check boxes, and then do a sync of all of the mailboxes.

I have also seen this a few times where an individual user will get prompted for their credentials.  It was always due to their proxy settings being misconfigured and/or the EV server not being added to the local intranet zone in IE.