No prompt for password on PC, laptop when try to connect Personal Hotspot.

Perhaps something went wrong while configuring your Personal Hotspot.

Read carefully ALL the steps provided in this support article:--> How to set up a Personal Hotspot on your iPhone or iPad - Apple Support

Regards

Giulio

Connect your iPhone, iPad, or iPod touch to your computer or another device. Enter your passcode, if you have one, to unlock your iPhone, iPad, or iPod touch. If you want to allow your computer to access information on your device, select your device in Finder and click Trust, or if you're using iTunes, click Continue.

About the 'Trust This Computer' alert on your iPhone, iPad, or ...