I take that back. My tests were wrong.
I had been using GDM as displaymanager, and it worked as I described it.
So, for a better test, I switched to SDDM. And autologin took me to an X session. It did not login to Plasma/Wayland.
I then tested with “lightdm”. And it does work there.
My suggestion: Switch to “lightdm”. First make sure that “lightdm” is installed. Then, to switch:
update-alternatives --config default-displaymanager
and select “lightdm”. You have to be root for that command.
Then, on reboot, logout if needed and login again with Plasma-wayland. And it should remember that.