Played on a server and had this happen. When playing multiplayer and another player does something with his company, suspected to be issuing the "send to depot command", it will prompt all active players to enter the password for that company. From a user perspective the password entry screen will pop up randomly for a seemingly random company when playing with other people on a server.
It is possible this is an error introduced with the recent revision to synchronize "send to depot" commands on servers. I am not knowledgeable with that part of Simutrans.
This affects 120-1-3. It is confirmed to affect both my self-built MSVC version and public distribution versions (used by other players who mentioned it in chat).
This is indeed due to sent-to-depot.
Should be fixed with r7765