I doubt Opera is going to add extension support. At least I haven't heard anything of sorts for them, and nothing is planned on that front. Numerous requests have been placed for this feature. We will see in the future if anything is going to happen.
The "never save password ' option is unrelated to auto login, it just prevents Opera from save your login and password.
If you are returning to a page and you are already logged in then the site is somehow remembering you.
Try deleting cookies for those sites.