When you access the system URL address with your User Name and Password and you select Save this password in your password list in that dialog box, Windows may not save your user name and password. When you return to that Web site, your password information is not automatically entered.
SAP Hybris Cloud for Customer, SAP Business ByDesign; Internet Explorer
This is a known behavior of Internet Explorer browser and not influenced by SAP.
The following link points to an article from Microsoft which points to troubleshooting ideas when IE does not save passwords:
User; Password; Passcode; Internet Explorer; IE; Browser; Remember; , KBA , AP-RC-UIF-RT , UI Framework Runtime , Problem