SSO doesn't work when accessing wp-admin on subsite prior to the front-end

Steps to reproduce:
1. Create a network with 2 subsites and (subsite1.example.dev and subsite2.example.dev) and map domain aliases (subsite1.dev and subsite2.dev).
2. Login to the first subsite (subsite1.dev).
3. Navigate to subsite2.dev/wp-admin/
4. Get redirected back to (subsite1.dev) without getting logged into subsite2.dev.

If you hit (subsite2.dev) prior to trying to access wp-admin, you are then logged in.

Is this intended behavior? Shouldn't hitting wp-admin also trigger the SSO flow to get you logged into the second site?

Site admins are irritated that whenever they use the "My Sites" menu to try to go to a different site's dashboard, they are redirected, until they hit Visit Site first.