I thought I had saved it, but I must have been mistaken. I setup the site again with saving the password and I exported and it seems to be working now. Thanks for your help.

Well, that's why. I suppose you did not select Save password on Save Session as Site Dialog:
https://winscp.net/eng/docs/ui_login_save

It does not include an entry for "password"

That should work. Does the export include Password value?

I set the FTP site up and exported the registry settings. I have an MDT script that calls the registry setting to import it. It works great, except without the password. Thanks.

You can definitely create a registry entry for a password.
But you have not described what are you doing specifically to create it, so we cannot help you.

See also https://winscp.net/eng/docs/custom_distribution#distributing_passwords

I have automated the installation of WinSCP through MDT, and I'm trying to configure a site. I have exported the registry settings and they are being imported after WinSCP is installed. Everything works great, except the password does not save in site manager. Is there a way to have this save, so we do not have to enter manually? Thanks!