I checked and it's not in any of the Keychain locations (either in Safari or the Keychain Access in the Utilities folder). It works with other sites but has never asked me to save my info for MacRumors.
Sometimes it acts weird for me too on other sites. I've sometimes had to use my iPhone (and vice versa) to finally get a password saved into iCloud Keychain.
Once you first log in have you tried refreshing the page? That did the trick for me once.