On Unity in Ubuntu 16.04 you get a PolicyKit authentication dialog as you log in with "Authentication is required to change your own data". No idea what is causing this at this point. The action reference is org.freedesktop.accounts.change-own-user-data.
The first step should be to report this to upstream.
I'm not seeing this on Ubuntu 16.04 with updates installed, probably because the problem was fixed by either or all of these changes: accountsservice (0.6.40-2ubuntu11.1) xenial; urgency=medium * debian/patches/change-own-data-inactive.patch: - restore the allow_active/inactive rules they are needed, fix regression where the user account panel can't change the user own image/name (lp: #1581567) -- Sebastien Bacher <seb128@ubuntu.com> Fri, 13 May 2016 16:50:37 +0200 accountsservice (0.6.40-2ubuntu11) xenial; urgency=medium * debian/patches/change-own-data-inactive.patch: - updated to use allow_any=yes to avoid displaying unndeed dialog for remote sessions as well, thanks Alkis Georgopoulos (lp: #1512002) -- Sebastien Bacher <seb128@ubuntu.com> Fri, 29 Apr 2016 16:15:39 +0200 accountsservice (0.6.40-2ubuntu10) xenial; urgency=medium * debian/patches/change-own-data-inactive.patch: - let inactive user sessions update their own datas without triggering authentification dialogs. Indicator-messages does that to indicate to the greeter that the user received messages, which currently leads to auth dialog to be stacked in the locked session, thanks Alkis Georgopoulos (lp: #1512002) -- Sebastien Bacher <seb128@ubuntu.com> Tue, 19 Apr 2016 11:23:47 +0200 IOW, FIXED by upstream.
Verified on newly installed 16.04 with latest updates. Works as expected.