Why does every REST testing software want me to login?

For a lot of use cases I find .http files very convenient. Here is a documentation from Microsoft: https://learn.microsoft.com/en-us/aspnet/core/test/http-files?view=aspnetcore-8.0

There is some standard around the .http extension so they work in many IDEs and they can be implemented into CI pipelines. The Microsoft documentation should be enough, though, to get you started.