As far as I know, authentication processes are triggered per connections of client connection pool. In this case, The pool established three connections automatically for the purpose of pooling connections even if your client application might use only one connection at that time.
It's based on client configuration such as pr-single-hop-enabled, min-connections, max-connections and so on, it could be an expected behavior.
For examples, if you have multiple cache servers in your distributed system and you set pr-single-hop-enabled=true (default value), then your GemFire client application initially tries to establish connections with all the available cache servers for single hop access optimization to access each buckets of Partitioned region. In this case, you may observe that authentication processes are triggered multiple times for each connections.
Another examples could be if you set min-connections > 1 (with pr-single-hop-enabled=false).