I've been having this problem since the last 3.4 version, and now still with 3.5: when I preview a post while logged in, WP disconnects me. Here's exactly what happens:
1. I'm in my post editor, make changes, save, then select "Preview"
2. I view the preview in a separate tab/window
3. Go back, make another change, try to save and...
4. The Login window comes up
5. After I login, my last change is gone, not saved.
Anyone knows how to fix this?