Entering the credentials being grayed out while making a server connection in a federated environment is an expected behavior. We can only connect to a federated server from ArcGIS Pro as a user. (Refer documentation: https://enterprise.arcgis.com/en/server/latest/deploy/windows/connect-to-arcgis-server-from-arcgis-desktop.htm#:~:text=The%20type%20of,or%20an%20administrator.)