Can't say if this is new, didn't need to login to a closed site for the last two years. Tested with 0.19.3 and 0.19.3 portable on Windows.
If you need special cookies from a website before connecting to their feed (basically: first login, then connect to the Rss).
The usual method was:
1 connect to ANY item in any feed
2 open it in the internal browser
3 change the current http://any.item.site in the internal browser to http://your.closed.website
4 hit Enter, the internal browser will connect to http://your.closed.website
5 Logon normally in your closed website
6 now the internal browser has the relevant login cookies, add your closed feed
Currently Step 4 won't work. You can follow any link but you can't type an address and force the internal browser to connect where you wan't to, you need a link.
I reverted to manually editing cookies.dat.
A better workaround would have been crafting somewhere an rss with an item pointing to the login page.
Correct would be having again a possibility for forcing the internal browser to connect to a specific page.