When auto connect is configured, the user should either be automatically logged in to the Windows server, if only one account is configured on the policy, or presented with a list from which to select, if the policy is configured for more than 1 account. The login screen should never be seen.
The first thing to check is the policy in question. On the Access Method or Services page you should see at least one set of credentials configured. Make sure that this step hasn't been forgotten, or the account otherwise removed. If the account(s) had been configured previously, it's possible that the account or application had been deleted, or perhaps a credential source was deleted from the Device Group on which the policy was based. Make sure to confirm the proper configuration is in place.