I agree it should be added and I find it annoying BUT here's the problem. Let's say you go take a break for a minute, your friend could easily be clicking around on your computer or laptop and wants to check on his/her pirate101 account. He/she clicks log in and is logged into your account. Your friend could easily write some mean stuff or inappropriate stuff and get you banned. It would be more safer to not have auto save for passwords. Basically it's like sharing your password with someone. You're giving them access to your account and your stuff. They could easily swipe out your membership or possibly buy crowns and waste money that you did not wanted to be wasted in the first place.
As you can see auto saving your password isn't as great as of a idea as you think it might be. There are many possibilites that can go wrong when auto saving your password.