I have an ArcGIS Pro project where I'm connected to ArcGIS Server services in my map. If I save my project and open it at a later date I get the dialog box below asking me for user name and password. This dialog comes up every time I open the project:

Yes, I have checked 'Save Username / Password'. I have set up a connection to the server in Catalog. Is this a bug, or am I missing something? Thanks in advance for any insight into this issue.