You aren't kidding. Unfortunately this is one of the many bugs that has been in Apple Support Communities since the beginning. You don't always reliably have the cookie remember you've logged in, or where you've been. Sometimes it works better than you expect, other times it does not. If I have the time, I just save the link to the thread I'm interested in, and log in first, and then direct my browser to that link. That way, I don't have to worry about it.