Usually, that is not an issue. It should save it correctly without reason. In your case, it can be a plethora if issues. As mentioned above, make sure that you have your cookies enabled. If you have any optimization or anti-virus software, make sure it is not interfering with the opera. Maybe you are using some sort of manual optimization software? Something similar like CCleaner if so, it could be that you are deleting every time. Perhaps you have some plugins? And you can also check in opera settings for saved passwords, see if it is stored here. Do you have issues with any other website?
Let me know if any of these tips help you. Good luck!