I assume that this is a problem with my computer.
No, its simple basic security. Do you really want your browser to retain login details? If it retains the pprune credentials it will also be retaining those for your bank / online stores / suppliers and anyone else you do business with
I may be paranoid, but having seen numerous occasions where computers have been hacked and back accounts raided as a result, I make sure ALL logon credentials are erased after every session