Just ran into this problem connecting remotely to my workstation sql server using Access. I have Access 2013, but I don’t think that it has made any changes to something as basic as the ODBC connection since 2010. Since this is not a reliable connection, yes, you will have to connect to the server every time you connect to the database. This is just basic security; cannot think why you will ever want the application to simply connect from an untrusted network without an answer. So, I expect that you will need to log in when opening the database.
What bothered me, however, was that every time I tried to open the table, I was asked to enter a password, not once, but twice, and I should use a 13-character password that was accidentally created when I created it! Therefore, of course, this was completely unacceptable.
Access stores connection information in the sys MSysOB files, but I do not store the password, at least not there. I use an access database stored on a cloud server that is synchronized with my desktops, so I can open a local copy and not delete it on the desktop. It is much faster.
But using db in Access as a local file means that I carefully monitor the names of DSN connections. As long as they are exactly the same on all computers, it works great. So, if I called my DSN "ProductsDBIII" when I created it at work in the Windows ODBC32 tool, then I need to use this name when creating it at home. The actual connection string will be different, but Access doesn't care about that. However, here's the trick: when I first start the database from home, for example, after a working day, I have to update the connections in the Access Linked Table Manager. Just check the tables / views you need, or "Check All" and go. Access will lead to a connection - perhaps it will offer you to log in and then quickly update the line of the "connect" line in the MSysObjects table, because they will be different, at least if you switch from reliable access.
Voala, no more lonely or double problems, every time I open the table. They will ask me once when I first make a connection when I first open a table from a remote database, but what is it.
Hope this helps someone.
Jim