It is a security function which can not be changed by the user. Most web sites that contain "private" information such as banks etc log you out after a set time of inactivity or when you close the webpage without logging off.
If you do not want to have to log in every time you check your email you should consider using an email client such as Thunderbird and Microsoft Outlook to mention just a couple.
Email clients automatically log you in each time you use it to check for your email.
