This site is being deprecated.
Please see the official X‑Plane Support page for help.
If you follow the exact same procedure to enable the autopilot after taking off from the runway as you do when you taxi to the runway then take off, but you notice different behavior, that seems very odd to me. If that is the case (exact same steps on your part, different autopilot behavior) it could be some sort of bug. Please file a bug report here and include your exact, step by step instructions to see the issue. (Please make sure you are using only default planes and scenery.)
This site is no longer being actively maintained.