I will try the logout on my system with the Auto login function selected in PCLOS. This should tell us if its a bug or what..
Ok, my system does auto login at boot up. Then if I log out, it does offer the login screen for re-entry .
I would also say this, PCLinuxOS 2010 will be out shortly, I think I would wait for it.
If you want to play around a little, install the very latest Kernel from synaptic and see what happens.
Just to be sure I understood you If I understood you correctly, your system auto login's at Boot correctly, but does not offer the login screen after manually you logoff.
Hopefully this will help some..