If no, I think It's important add it... But it's not. Could you implement it?
Agreed and yes.
Is there any way to deactivate this "feature"? I find it very annoying.
You can now adjust this in account settings:

What would people think to a remember password checkbox on the login page? The password could be stored in localStorage encrypted with a random string embedded in page itself.
I don't think saving your password is a good option to have. No banking website would ever allow that, and Blockchain.info is a similar type of site. One thing that annoys me about the password input box, however, is that it doesn't work with Lastpass (ie, Lastpass can't automatically fill it in). Additionally, you still have to click the login button after two-factor auth with a Yubikey, which isn't necessary on many sites.