In general, while sharing the screen, the interactive user desktop will be presented. When the elevation prompt appears, it will be there in a secure desktop. That is the reason why, it is not presented to other users. The secure desktop presents the logon UI and restricts functionality and access to the system until the logon requirements are satisfied. The secure desktop’s primary difference from the user desktop is that only trusted processes running as SYSTEM are allowed to run here (that is, nothing is running at the user’s privilege level).
Pulse Secure Dev team checked with Microsoft team regarding this issue and based on the interaction it has been determined that Pulse would need to use assistive technology to resolve this. This recommendation of assistive technology requires admin permission to install Pulse collaboration. This is not feasible, hence the behavior of this issue is determined to function as designed.