The problem is that Microsoft Active Directory will never export the passwords, since they are write only for security reasons. So even when using active directory integration the user needs to provide his password.
The only solution to this problem is to use Integrated Windows Authentication, which provides single sign on (login without password) in your windows network.
In addition to Michel's answer:
You can use the Mendix LDAP module to authenticate using Active Directory. See also this thread with more information about the LDAP module.