It's easy to miss a subdomain in a URL, especially considering that both Firefox and IE deemphasize subdomains in the address bar now as an anti-phishing measure. So suppose I follow a link from somewhere to, say, this page, and when I'm done with it I click the logo in the upper left to go to the Stack Overflow home page. Except that I've apparently stumbled onto some Bizarro Stack Overflow where every question is about Facebook! Oh, wait, I see now: for some reason, clicking the giant Stack Overflow logo took me to facebook.stackoverflow.com instead of plain old stackoverflow.com. That's weird. Well, I guess I'll just click the link to go to the regular Stack Overflow... except that there is no link to the regular Stack Overflow, and I have to manually type it in the address bar. (Actually, there are two links that I can find: one is waaay at the bottom, and the other one is hidden behind the Stack Exchange menu.) How frustrating.
Barring a reskin, it seems to me that if the UI of the parent site and subsite are going to be identical down to the pixel level, they should behave identically--or at the very least, there should be a way to easily break out of a subsite and return to the parent site.
