when trying to open a webdav share/folder in dolphin, okular consitently fails to use the already authenticated connection, but pops up a login dialog again. both gwenview and kate open files without the additional login. okular should do the same.
You marked Debian unstable, which means that at this moment Kate, Gwenview and Dolphin use Qt5 and Frameworks 5, while Okular is still based on kdelibs4. So they don't share the same authentication. Please recheck when a Frameworks 5 version of Okular is uploaded (hopefully soon). I'm going to close the bug in the meantime.