Yes, in 2.5 the login screen is dynamically created if necessary, and the browsers do not suggest remembering for those login screens. However, you can use login.html to login as well, were the functionality still works.
Furthermore, if i remember correctly, you can set login.html as the default by setting the origin_url* cookie to login.html.
*Not sure about the cookie name though, i need to look it up if interested.
Usually, you configure this in your webserver, not in mendix itself. If running locally, you just need to navigate to login.html.
A work around is to rename login.html to index.html, and the original index.html to something else. Than make sure the login.html (eeh, that is, the new index.html ;)) redirects to the 'old' index.html after logging in.
Okay this will work, but why is this changed?