This just happened to me as well. I'm going through my library fixing album art and I have to keep logging in to get the art. Before my library would keep me logged into the iTunes Store indefinitely. Now I still have to type my password to make a purchase for the first time that day.
I just got an email from Apple: "There is no way for the your password to get saved on your iTunes Store account."
IT'S WORKED FOR A YEAR, APPLE! It's broken BECAUSE of iTunes 9!!!