Would appreciate it if someone would confirm (or dis-confirm) this in OS X 10.5.4. I sent it to Apple as a bug report, and they said they could not reproduce it, so it must be something wrong with my setup, although I'm not sure what.
I logged into .Mac (now MobileMe) through the System Preferences pane. According to documentation, this should save your MobileMe password in the Keychain, and should be used to autologin to MobileMe services, including iDisk. Looking in my Keychain, there indeed is a .Mac password entry. However, if I then attempt to connect to my iDisk (say, via Go->iDisk->My iDisk in the Finder), it (specifically, the WebDAV app) still prompts for my password. I can save this password in my Keychain, but it goes under a different entry called idisk.mac.com, rather than utilizing the .Mac password entry. As I said, Apple says they tested it and it works as advertised, so I'm not sure what's going on. Per their suggestion, I also tried it from a new account to create a fresh Keychain, and the same thing happens. It's not really a big deal, but just bothering me a little bit.