When you login, if you tick the box that says "remember me" then it will place a cookie on your hard disk so you shouldn't have to login again, including the arcade. The reason we stopped guests (or non logged in users), from playing the games was that people forgot to login, played a game and got a highscore, but the highscore wasn't saved, (guests can't save highscores). There's been no complaints about the highscore situation since we made you all login to play. I find it a pain too but in the very rare case I get a highscore then at least it's safe.
seems a logical explanation except i am already logged in when i go to the arcade and i'm asked to log in again. not the end of the world i know.
maybe it depends on the browser, i use safari on a mac but when i use firefox, still on a mac, it doesn't log me out.