If I log in to one Stack Exchange site and then visit another site where I have an account, I'm automatically logged in to the second site as soon as I visit it. Even if the second site is one where I don't have an account, I can still access my global inbox and notifications dropdowns, and see the "join this community" link in the topbar instead of "log in".
So far so good ... but when I visit the SE blog associated to my site, I'm not logged in automatically. I have an account on the SFF blog which is linked to my account on the SFF main site, but when logged in on the main site and following a link to the blog, I'm not automatically logged in on the blog until I visit the admin page (and I'm not even sure whether this link works for people who don't have an Administrator account on the blog).
Is this a bug? How hard would it be to log people in automatically to a site blog when they're already logged in to the main site (assuming they have an account on the blog), in the same way as they'd be logged in automatically to any other SE site where they have an account?