Interesting, I have insider preview Version 20H2 Build 19042.421 running on a virtual machine and if I map a drive to the same share as my host it prompts for a password and connects straight away. The host (on the same share) takes two goes to accept the
password.
If the NAS share is connected at boot then it will not connect in File Explorer until I have removed it and remapped it.
I'm using the insider on the Beta channel.
I see the Feedback Hub post and believe it is only available to Insiders, but a non insider would have to confirm that. The feedback needs to go into the public release Feedback hub also.