When you have Shield Security installed on your site, security admin key set and you try to log into that site as admin through your iControlWP account, Shield will require security admin key. This is normal behaviour as Shield works based on its own settings.
If you don't want Shield to require security admin key when you are logging in as admin through your iControlWP account, please whitelist your IP address within Shield.
To learn how to whitelist IP address, read the article here.
Please note that, when you have your IP address whitelisted within Shield, and at the same time you have Brute Force, reCAPTCHA, 2FA options within Login Guard module enabled, you will not be prompted to provide the access key.
For more information on how Login Guard module works, read the article here.