...
This is by design in Jira and Confluence and is called Secure Administrator sessions (or websudo). In certain setups users may not be able to authenticate using passwords since this might not be available in the user directory or disabled.
If you logged in via an Identity Provider using SAML or OIDC you may re-authenticate with SSO (without giving the password in Jira/Confluence) to get into the admin section:
...
If you would like users to be able to enter the admin section without entering their passwords, Atlassian also has a way of disabling this.
Guide for disabling in Jira:
https://confluence.atlassian.com/adminjiraserver073/configuring-secure-administrator-sessions-861254024.html
Guide for disabling in Confluence:
...