Was this file open with filemaker 7 or filemaker 11? In either case, it sounds like both the auto-entered password and your account are Full access.
Why does it ask me for an administrator username/password if I can just create one and use that? It would seem that if I'm already logged in as administrator and I create another account then I shouldn't have to reenter that information if I can just fabricate it.
Anyways, if you lose your password, but still have an auto login, and are unable to make any changes, just create a new admin user and use that information to wax all the forgotten passwords.
I used to wonder/be annoyed about too, but here's why it asks for your admin password after you make changes:
If you changed the name and/or password of your full access account, suppose you made a typo. The confirmation dialog when you close the Manage Security dialog is to ensure that you didn't just lock yourself out of the file.
PS: in your OP I think you meant "I could get into the database but I could not add accounts..."