File sharing/AFP skips "connect as"
Could be a number of things.  A few that come to mind:

If you're using Directory Services (e.g. Open Directory/Active Directory), the device could be authenticating using Single Sign-On (SSO).  This would most likely be if you setup Server.app or if it is a device from your work/office.

Potentially, you could be connecting as Guest.

To authenticate as a different user:  afp://&lt;username&gt;@server_address