Managing personal Outlook.com account settings, security, and privacy
I am also annoyed with this feature and have been trying to remove the automatic login. Despite this thread going on for 5 pages, noone from Microsoft has volunteered a solution or told us what to deselect to remove this unacceptable behaviour.
I have seen this auto login in IE11 but not Firefox. Maybe the solution is not to use IE11.
Otherwise logout from Windows everytime you leave the PC.