BuddyPress.org

First of all, this is not to do with working with BuddyPress – if you just run WPMU, you’ll find exactly the same thing happens. WPMU Domain Mapping works fine, as I use it on my site.

The “problem” is that your web browser remembers that you are logged in because of cookies. Cookies can only be read/written by pages on the same domain, therefore an authentication cookie on domain1.com can’t be read on domain2.com.