Well, that's odd. I thought it was because there's no "Keep me logged in" button. I don't have one. Does everybody else? Is it discrimination against chimps? How many other chimps are on this forum without the "Keep me logged in" button?
It isn't the saving that is most likely the problem it is the way it is load through a frame and there is a different authentication system on the site as well. It used to be that this forum (the old version) used the same type of authentication as the site so it didn't confuse browsers, but the new one is using cookie authentication and the site is using basic authentication so many browsers don't play well with sites that have multiple different types of authentication.
You're not the only one who has to log back in. Whenever I leave the forum and go someplace else using the same tab, then come back to the site a few minutes later, I do have to log back in. BUT, if I leave the forum tab open, and open up another tab to do whatever, I don't have to log back in. I'm guessing this is because the "forum tab" is still open (granted, I haven't tried it after several hours of idle time, so I could be wrong...).
This isn't the case for the main site. I can log in, close the tab but leave the browser going, come back to the main site several hours later, and I'm still logged in.