According to the AmiUpdate web page, when accessing a site that requires login you will prompted the first time and then this information should be stored in the site list file which should be in the AmiUpdate folder.
I get prompted for the login for Hyperion's website every time I do a scan. I also don't seem to have a site list in the AmiUpdate folder. I currently have the servers
www.amiupdate.net and update.amigaos.net defined with amiupdate being the one tagged for self update so I would think this information should be getting stored somewhere but I don't know where.
I have tried to add this to the AmiUpdate bug tracker but it's locked down and I can only get in as a guest user.
Hopefully I'm missing something obvious or doing something wrong! I swear back when I was trying OS4.1 under emulation it didn't prompt me every time but that was years ago and I can't remember how I did it, or if it just worked by itself.