I'm being affected by this problem too, but if you don't mind I wouldn't mind clarification on the following overall summary of where things stand:
The problem is that the WordPress Network doesn't see users as being logged into their mapped domain when they are logged into the primary top level administrative domain, even with the Domain Mapping Remote Login checkbox checked (as mine is).
If this is indeed accurate, is there not much that can be done ever? Is it even possible to set a cookie on the mapped domain when this domain is not being accessed at login time? Or, is this a known issue being worked on?
If I'm understanding things correctly and there is a way to set cookies for arbitrary domains, I might poke around the plugin code to see if I can come up with a fix, but I figured it would be best to first check in with you guys to make sure I have a handle on the overall situation.
Thanks in advance for your attention!