We've had intermittent reports of similar issues regarding this, however I am unable to reproduce them - and as it appears the 'remember me' seems to be working for most.
Typically, the error has to do with one's local computer settings, and particularly with your browser. Make sure you have cookies enabled, and your browser allows history to be kept. This is where this site and the vBulletin software has to make its mark to enable keeping track of what threads you've visited and when new posts appear relative to your last visit.