The following applies to pfsense 1.2 all versions but perhaps can be canged for 1.2.1 if valid.
Seems to me that enabling "Disable console menu" under System -> Advanced in fact disables an auto logon, as the console menu pops up after logon at the main console. And as such, the menu is of course present when logging on under ssh...
"Disable auto-logon at main console" would be a better phrase, unless I have the wrong end of BSD matters here. (And it would be nice to have a gui option to really disable the console menu)