When connecting to a non-domain-joined server's shared folder from an AzureAd-joined PC, Windows automatically passes the AzureAD credentials of the user to the server. The server then rejects the credentials but the PC does not prompt for creds. The creds stay locked (as evidenced by the net use command).

Solution is to remove the [blank] mapped drive and re-add with explicit credentials.

net use /del [unc address]