I have the same symptoms. The code for dropbear appends login records
to the end of /var/log/wtmp but doesn't create the file if it doesn't
already exist. I just created an empty wtmp file with "touch /var/log/
wtmp" and all seems to be OK.
A more permanent solution might be to update /etc/init.d/S62dropbear.
After line 30:
if ! test -e /var/log/lastlog; then touch /var/log/lastlog; fi
insert a new line:
if ! test -e /var/log/wmtp; then touch /var/log/wtmp; fi
NielK