Noob question from an old user: why isn't the UTM asking for a user login when using the web proxy

This seems absurdly basic, but I'm stumped nevertheless.

I'm using Firefox and an updated UTM.

When browsing the web, I'm never asked to login to the proxy server.

I'm blocked by the default content filter because it doesn't recognize me as being me.

Why is this?  Why doesn't the login dialog come up when I open Firefox.

I've done all kinds of things like go into the about:config in firefox and change the proxy related settings.  No change in behavior.

I've tried to force these setting with mozilla.cfg files.  No change in behavior.

What am I missing?

I can't get the firefox to log me into the UTM.

Thanks in advance.