Ah. In that case, that is exactly what Multisite does :)
And I see why you were confused. We don't actually consider that sharing users, but more drawing from the same possible user base.
* I add Joe, Jane, and Vince to my network.
* Joe and Jane are on site y.dk - Jane is an Editor and Joe is an admin
* Jane and Vince are on x.y.dk - Jane is an Admin and Vince is an Editor
The user permissions between sites are separate, which is what we mean by 'not shared'. Each site can use the same users, but they have to be added per-site.
Does that make more sense?