For most web pages that have a username and password dialog, browsers will prompt the user if they want to save the credentials for that form:
My guess is that since the page is in HTTPS mode IE is not allowing autocomplete to execute because the page has indicated that HTTP caching should not be allowed.
Or the form is being submitted with Javascript.
See this article for more details. http://blogs.msdn.com/b/ieinternals/archive/2009/09/11/troubleshooting-stored-login-problems-in-ie.aspx