Its not automated. Its a setting in the Opera installer.
Well, as I certainly agree with the general message of your response (especially on no doing a "blinding click install"), I should note that the scenario that I was describing (or was trying to describe) is on an already installed Opera (installed several months ago).
And, on this existing installation, what I was doing was the setup two different profiles, using the flag "--user-data-dir=" on a couple of shortcuts.
That's why I considered weird to see some sites with my user already logged in.