Yes I'm afraid this is a necessary change for security purposes. There have been reports of cookie hijacking and this is the only way to keep things locked down. It will not be changing in the near term at the very least as allowing it would require significant architectural changes.
You can get round things by either using your web browser to remember your username/password combo and logging in that way, or by bookmarking the login url, although doing so is rather insecure so... you can find the specific URL somewhere in a thread from the early days of the nuts and bolts forum.
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