Prompting for username and password for opening

Hi,
  The domain of my organisation is xyz.com. So when try to access any office doc from the office network it opens the office docs without any prompt in office client. But whenever try to access them using VPN or citrix it asks for the username and password.
Then if I give credentials or cancel it irrespective of that it opens the doc for me.
The sites are in trusted zone. It is happening for 2010 and 2013 both. But for pdf it is not prompting.
Why it is asking for credentials and how to mitigate this so that it opens directly from everywhere.

You can try to take a fiddler trace in both scenarios and then search for the differences. This issue seems to be related with your network configuration that with the product itself.
In fiddler you can identify what verb is requesting for credentials and from there you can go further with troubleshooting.
You can check also this article
http://blogs.technet.com/b/office_integration__sharepoint/archive/2014/02/24/users-are-prompted-for-username-and-password-when-opening-an-office-file-from-a-web-server.aspx
MCITP|MCTS SharePoint| SharePoint Performance blog

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