It is not a requirement to be in a domain, but this is Windows\IIS setting that is prompting you.
You are making a http request to the EV server. IIS is set to use basic and integrated credentials. The account you log on to the workstation is not known, so it wont use integrated. It then prompts you for an account and password.
If you check the IIS logs of the EV server, you can probably see the requests coming in and the intitial refections until you give the username and password.
This is really not much different then if you tried Start-Run-
\\servername\share to the EV server. You would be prompted would you not?
By being part of the domain, you can use the Integrated Authentication and not be prompted.