Hello -
Off the top, I don't know of a standard way to automatically log a user into a sub-domain when logging into a primary Joomla domain. As you noted, our redirect module gets the user to the right spot, but they arrive in a non-logged in state.
Using CURL, it is possible to code this to work (We could do it) but I don't know of a ready-made solution for this. There are various integrations like JFusion (you should check it) that integrate Joomla with other systems that require authentication (like phpBB), but I don't know if that would do what you are asking when the system to be syncronized is a separate Joomla install on a sub domain.
Thanks,
Glen