Recently we took a large SharePoint project live at a company that is acquiring others quite fast, and having trouble keeping its Active Directory situation up to date as new domains are assimilated. When the project first went live, everyone had to authenticate to the server when they first browsed to it, and in some cases a second or even third time, depending on what kinds of files they opened, whether they followed links to other internal servers, and so on. As you might imagine there were plenty of complaints from folks who didn't like having to authenticate all the time.
We as the developers couldn't do a lot about this, but we worked hard with their IT folks and did a few clever things of our own until we achieved single sign on glory. Workers throughout this global firm would sign in to their own Windows desktops, and from then on everything in their whole intranet was theirs with no more authentication needed. Of course it was all strictly controlled - only HR people could see the HR files, only Finance people could see the Finance files, and so on. But it was perhaps a little too transparent. After we achieved this lovely state people stopped emailing to complain about authenticating, only to be supplanted by a new chorus of complaints from people we hadn't heard from before. The most poignant read simply "Everyone can see all my files!" and was accompanied by a screen shot of a browser opened to the HR area. Our correspondent hadn't been challenged for a password and was therefore sure all these files were completely unsecured. It took an in-person visit that included "why don't we go over to Bob's desk so you can see what the portal looks like for him?" to finally convince this user that invisible security is still security.
For all I know, there are scores or even hundreds of people in that firm who don't realize their sensitive information is protected. Typing in a password annoys many users, but it soothes others.