So not only did you not read the original post, you also didn't read my post either.
OP: this is not expected behaviour, as I've explained, and the steps I've listed above should hopefully sort it.
iCloud is how the device knows whether another device in its vicinity is
your device - in which case you will get the password prompt
automatically upon unlocking the device, or whether the device is
not your device - in which case you will not get a prompt unless the other device is actively trying to connect to the network, i.e. in the Settings app, actively trying to connect to it. In the OP's case, the former is occurring.
Again, look at the screenshot. Compare with the OP's username. It's HIS MacBook Pro!
(And, to repeat for the third time, if it wasn't his MacBook Pro it would not automatically prompt every time, because that would necessitate the extremely unlikely coincidence of the MacBook Pro user actively trying to connect to the network each time the OP unlocks his iPhone in order for this prompt to materialise.)