why do I need IE to be open so that my sharepoint account work ?

Hi all. hope some one can help me with this..Here's my probleme...

I access my MS sharepoint folder with the option (Add sharepoint account) with adobe reader DC and it worked!!  BUT!!  If I want to use it with adobe reader  I need to open Internet explorer in order to see my files on sharepoint.  I tryed this before creating this post...

1- errase ALL credetial manager in windows 

2- deleted all browser data history,saved password.ect

3- update windows lates version and all Adobe product and browser.

4- give access to sharepoint library to the user

then ... 

5- connected to office 365 sharepoint in all browser and use the option  ( always stay connected ) and ( saved pasword ) 

6- add the account in adobe ... and this happen..

 I created the account then click on it .. I see this error ( sorry it's in french ) 

then I open Internet explorer...

and then click again on the account in adobe reader dc... then I see my sharepoint folder .... 

thanks for your help.

Rock