My expectation is that if you upgrade to JMeter 3.2 you should not see this issue anymore as according to the HTTP Authorization Manager documentation:
The HttpComponents (HC 4.5.X) implementation defaults to pre-emptive since 3.2 and the header will be shown
If for some reason you are not in position to upgrade to JMeter 3.2 or later (although it is highly recommended to use the most recent JMeter version) you can add the next line to user.properties file
httpclient4.auth.preemptive=true
See Preemptive Authentication stanza for more details.
Make sure you set "Implementation" of your HTTP Request sampler(s) to HttpClient4, the best way to set it is using HTTP Request Defaults and restart JMeter to pick the property up. Once done JMeter should send credentials even if it didn't receive unauthorized response. See Configuring JMeter chapter for more information.