please keep in mind such Applications like join.me and other remote tools load Java Applets to connecto to remore server. This create new connection from Client. Authentication rule set will check if the first request is already authenticated. If not, the web gateway send 407 Authentication Required. Most likely if application doesn't support proxy it will ignore 407 and continue sending requests. The result is - you end up in loop where web gateway correctly request the client to authenticate and the client ignore this.
More about NTLM authentication is published in our Best Practice guide:
Sergej might be onto something with the applications failing auth, but if he's not, here's my theory.
Looking at the screenshot of your authentication rules, they look to have been created manually rather than imported from the library.
I can tell this because the ruleset criteria is missing (Authentication.IsAuthenticated equals false AND Authentication.Failed equals false) at the top.
It might be worth a shot to add that criteria back in to see if it helps. Beyond that, SSL scanning is below authentication, which could be a culprit, but I'd start with the ruleset criteria first as it's a way smaller change.
See below screenshot from this guide: Support Doc: Authentication Examples by Deployment Method