We have 2 server both act as web front end and application server and 1 server as database. Whenever user access the site to server1 they will get that Confirm Certificate in picture, but they didn't get that in server2. That dialog appears before log in dialog showed.
This was because we put our SSL certificate on "Trusted Root Certificate Authorities", where it should be put inside "Intermediate Certificate Authorities". After we remove that certificate and put it in intermediate. We force certificate resync on client using this command
certutil -setreg chain\ChainCacheResyncFiletime @now and user can login back to the site.