I notice no difference in behavior between The Onion and any other site, including this one. My browser retains font sizes within the current tab, but if I open a link in a new tab/window, it will use the standard font size. Both iCab and Firefox behave the same way (and I'm fairly sure Safari does, too, but I don't use Safari these days).
It's funny that you should mention the Onion's handling of font sizes in a positive way. I used to be a big fan of the Onion, but I stopped reading it months ago because they redesigned their site in such a way as to be largely illegible with my slightly-bigger-than-average font size settings! *sigh*