Multisite single login with membership plugin

I am running a multisite with Membership Pro and Directory Plugins. When a new member registers on the main site I would like them to have access via their subscription roll to all the other sites on the network. Currently when I visit the other sites on the network I get a welcome message telling me I'm logged in but when I try to access anything else on the site (specifically the directory plugin Add New Listing page) I get the error message below.

You attempted to access the "My Insurance Page" dashboard, but you do not currently have privileges on this site. If you believe you should be able to access the "My Insurance Page" dashboard, please contact your network administrator.

If you reached this screen by accident and meant to visit one of your own sites, here are some shortcuts to help you find your way.

I have also already double checked and confirmed the Single Signon option is turned on at the following:

Am I missing something?