If it's when you go into admin mode, it wants additional authentication for elevated rights.
If you've run into the problem that it keeps asking you while you use it normally (i.e. every couple of minutes), then there's something wrong with your browser - it's not keeping the authenticated session information properly so JIRA can't tell that you are logged in. Test it with another browser (or incognito mode) and/or another machine, and try clearing the cache and cookies and restart the browser.
The problem is only for the admin mode. It works with incognito mode. Haven't tested with other browsers. Should I clear browser history eventually...?
Definitely worth a try. The fact icognito mode works ok strongly suggest it's a cookie or session problem in the browser cache (incognito modes pretty work the same, but store their caches separately and destroy them when the window is closed)
If it is only for admin mode this is a normal behaviour. After 10 min. of inactivity the admin session is timed out. See https://confluence.atlassian.com/display/JIRA/Configuring+Secure+Administrator+Sessions
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