I think it's BOTH sides that should take this on. First of all, ALL server side apps that have sign-ons of some sort and require input should, across requests, save your input as if you were signed in, allow you to sign in, then take you to the next step. Period. It is horrible usability when this is not the case and I often dont revisit. I also will often write the support people and let them know I am an enterprise engineer and whoever is doing thier site has their head up their arse becasue of this situation and to give me a call, I can fix it.
The other end is the browser. Sometimes I can't understand why I hit the BACK button which supposedly fetches a cached page BUT in FireFox at least, all my input is gone. GONE!! I don't remember this being a problem in IE, but I haven't used IE for a couple years now. I really do think that if a browser can cache pages, it should cache all the input values as well.