I have seen this question asked before a few times but I fail to find the solution for the issue.
How to tell Sublime Merge to save Git Credentials in Windows?
Its such a basic feature that it is kind of strange that I have to ask for this. I also did not have this issue when Merge came out and I used it for the first time.
I seem to be doing something wrong, but its not obvious to me what exactly.
Unfortunately there might be multiple reasons why SM is not saving the credentials.
Have a look at the dedicated Issue on SM bug-reports repository on this topic:
You’ll find various explanations of the possible causes of the problem and its solutions, which can vary from one OS to another. On Windows, one of the most frequent causes is due to the default Git installation using a different credential manager than the one used by SM, but there could be other causes as well.
The easies test you can do is to tweak SM settings to use native Git instead of the custom Git engine.
Reading through the (rather long) Issue linked above will surely provide you with better insight of where things might be going wrong, and how to check for the root cause of the problem.