If you've set Windows to login automatically without prompts, try going back to the advanced User accounts panel,
Tick users must enter a user name and password to use this computer.
Highlight the user name of the preferred user account by clicking on it once, and then UNTICK the users must enter a user name and password to use this computer.
Hit apply then ok, then reboot your computer.
See if that works out for you, I just tried it myself.