Auto Login Safe?

You don't need to login to Windows to have access to your files stored on your HDD, so a Windows password doesn't protect thieves from opening your files by attaching the hard drive to another computer.

If you have BIOS or fingerprint access restriction upon boot up then your protected from unauthorised use of your computer anyways.

Auto login does not remove the password for when you lock the computer (Windows + L) or when the screen saver is closed and so it still does prevent people from using your computer.