In the Archive Manager console | Administration | Authentication Mode
Verify the correct authentication mode is select and click the update button, even if no changes are required.
Close and reopen the browser then try accessing your Retention settings again,
If you are still not able to authenticate try the following steps.
Open IIS Manager | Sites, Expand your AM Site,
Left click the API virtual directory to highlight it.
In the centre pane double click Authentication
Turn on Anonymous Authentication and turn off Windows Authentication.
Close and reopen the browser then try accessing your Retention settings again, It should then prompt you once for credentials.