Websense - How to Stop Login

I'm not super familiar with Websense. I have a client using Websense (Forcepoint) Cloud Security. When the users are at their location, everything works great. However, when they are offsite anytime they venture onto the web they are sent to a login screen. It was my understanding that with the endpoint client installed, which it is, they would not have to login when browsing. Could there be something misconfigured? Are there any Websense/Forcepoint experts who could give me a hand with this?