I'm all for a simple light weight plugin that does just this.You can vote for this functionality here:
It would be really awesome if we would be able to connect multiple XF installs. Or a XF install with Wordpress, Magento, MediaWiki, etc. Members would be able to use multiple sites and scripts with the same login or while they keep being logged in. XF 2.1 has a REST API. Please extend this to...xenforo.com
I had my share of issues with Xpress/Xlink. I only wanted it for SSO and none of the other bells and whistles. Even when I could get it working by disabling some server side php options, and all xpress options other than SSO, my test site seemed sluggish. A simple SSO add-on would be welcomed.