This code might help you integrate your logins between WordPress and XenForo. You will need the bridge by XenScripts installed.
Installation: Download the file. Modify the code to match your links. Upload to your mu-plugins folder.
Note: This is my first attempt at sharing something. I am learning PHP. Please let me know if you see something completely out of whack or you see a better way of handling this idea. For example, the CSS code could be changed to right shift the login and better match the XF code ... there could also be a script to get the login to pull down rather than just link.
This code also includes a drop down menu for many sites on the network. You should replace the code with your own links.