Closing this as fixed in the next release. In 4.1.1, if the wiki is configured to a different domain than the forum, cookies will be replicated for the opposite domain wherever feasible, in order to preserve the user's logged in state and preferences.
Please note that in XenForo 2, if this scenario is active, certain actions that were once instant refresh now have an intermediate redirect screen. This is because cookies cannot be reliably copied outside of the request where the original cookie was set (the redirect request vs a subsequent request), and because cookies for another domain can only be set by actually loading content from the other domain in the browser.