Multisite: User on subdomain doesnt login to main site

Hi folks

I have a multi-site network setup.

Customers register with us on our main site,
I then manually provide a website for them using Pro-sites (a sub-domain), eg
My problem is, when a customer logs in to, they do not automatically get logged in to, so when they visit they are unable to see membership content.

However, if they login from then they can see the content, and can access their own website admin - without having to login again

Am I missing something, can the customer login from their site and access content on the main site, or is this only a one-way thing available by logging in from the main site?