To log in via any open id provider (for example facebook, or google) on stackexchange, you have to log into your account at said openid provider first.
So what's the point?
By logging out of StackExchange, you are logged out of stackexchange, but not automatically logged out of your openid provider (and this should never be the case). If you log into StackExchange via google, and log into youtube as well, logging out of stackexchange should not automatically log you out of your email (gmail) or youtube (google+ link) as well.
So how do I really logout then?
The logout button correctly logs you out of stackexchange. From that point on you browse as a guest, until you decide to login again. To prevent yourself from automatically logging in, you have to log out of your openid provider as well. If you don't do that, people on that computer can access your facebook profile or gmail too, as well as any other service you logged into during that session with your open id provider.
TL;DR Log out of every site you logged into, including gmail/facebook etc.
But do I really have to remember every site I quickly logged into?
No, no you don't.
If you are on a shared computer where you can't be sure of your account security, don't enter your credentials ever. Use a dummy account or browse as a guest.
If you are on a shared computer where you trust your credentials won't be stolen, use the privacy mode of your favorite browser: incognito mode for chrome/firefox, inPrivate in Internet Explorer, probably a similar name in other browsers. This mode allows you to browse freely on the internet, but the browsing history is not saved and, more importantly, when you close this browser window, all cookies from that session are deleted too. Since that cookie is required to stay logged in, you'll log out from every site, and anyone else that uses the computer will not be able to log in as you. This is also great if you quickly want to check your email at a friend's place, because private browsing is a complete new session (meaning you can log into your email, even if your friend uses the same email provider). Of course, this method will not protect you against malware on such a computer or a network.
TL;DR Use private browsing modus of your browser AND close the browser completely before leaving the computer.