hi, i think what you're describing here is automatically being logged in into a site you're revisiting & which is remembering you through a cookie it has set before - this is not a usecase that the master password would protect you in. the master passwords is needed to decrypt the password store, which is either necessary when someone wants to view your credentials in cleartext within the firefox options > security panel or when the credentials should be automatically filled into a login-form on a webpage.

in the other case you'd have to tweak firefox to clear all or particular cookies on shutdown...