There's a bug in Safari's Suggest Password feature where it appears not to save your credentials after you accept its suggestion. Saving passwords on all browsers are really "hacks" where account and authentication pages are scraped for username and password fields and associated with the site's URL.
Unfortunately, scraping isn't reliable. It's not uncommon for sites to use non-standard field naming conventions, custom field controls, and multipage authentication, making it difficult to detect the password, the username and the trigger conditions for saving them. Consequently, it sometimes saves blank or incorrect login information or doesn't suggest a password.
On rare occasions, it suggests a password but doesn't save it. In my case, for instance, when creating a new site in Godaddy.com, an account is already created with default login information in the settings screen. Since the username is fixed, it's presented as a plain label instead of a field. The password, however, can be changed. It appears as a series of asterisks in a plain label. Clicking on the Change link next to it brings up a dialog with the password and confirm password fields. Safari suggests a password but clicking the change button gives a false impression it has been saved. The autofill doesn't work and is there any record of the user name.
Generally, the bug stems from Safari suggesting a password but never carrying through with. In the case of GoDaddy.com, it's able to detect the password field, but unable to detect the username because its a field, attribute it to the correct URL because it's different from the current page's, and to save the information because Change button's action failed to trigger Safari.
There's really no solution to this bug, but Safari should at the least inform the user if it failed to save the suggested password. Fortunately, it occurs only on a few sites. To avoid the issue, you should double check your password has been saved and inform sites about the problem.