The reason I don't want to automatically be logged in is that I often just want the window open to read posts at my leisure. If I stay logged in for, say, two or three hours before I'm ready to post, new posts will appear as having already been read after some time, then I'll have no idea what I've read or not read. Also, I don't necessarily want everybody and his brother knowing what a huge loser I am that I have the time (these days) to sit around on the boards all damn day. Yes, the invisible mode would be useful in that respect, but I don't know. I don't want anyone to think I'm being sneaky. If that makes any sense.
Anyway, I don't see any setting for it now, but I think I originally ticked "Keep me logged in unless I log out", but the logging out doesn't ever work now that I have Firefox.