I noticed that after I log into SE I am automatically logged into most of the communities that I am a member of, but not all. Ask Ubuntu, for example, requires me to sign in again, but doesn't have the option to simply use my SE credentials. I'm not sure if there is something I missed, or some trick to logging in that would actually log me in to all of my communities.
Basically, I go to my communities page, select Ask Ubuntu, and I'm taken to my user profile, but I'm not logged in. Therefore, it would seem that the profiles are linked, so why not log me in to all communities associated with my SE profile?