Probably because you have cookies disabled, for this site. Or, it's a security certificate issue (since the site uses https). Unfortunately the solution is different for every platform, web browser, and combination of extensions, add-ons, firewalls, etc.
You're better off googling the question than asking here.
Yeah, it's a setting on your device, not TexAgs. I assume you have checked the box on the login page that says "Remember me?" Make sure and check it before you log in.