Well I think we have found the issue! When I completed the steps provided, I saw another login screen come up very briefly and recognized it as my main Ubiquiti account page; not the Unifi Protect page and I was signed in there. That URL is account.ui.com. Not being signed out of that page is what was causing the issue. I signed out of account.ui.com and voila! It now asks me for credentials to login. I wasn’t even thinking about the account.ui.com page at all because I hardly ever go there.
Now that I have logged into account.ui.com and viewed the security settings, I see that session timeouts were not configured. You can configure them for 1 day, 1 week or 30 days. There’s also an option for 2FA which I am opting into.
Thank you so much for your time and prompt attention to this matter!!!