we noticed this behavior, too. It is logical since logging in from the main page of a multi-journal installation would bring you to the ‘admin’ page in the backend to which only the site admin has access to. Nevertheless, it is quite confusing to editors and reviewers alike. They always have to go to the page of the respective journal first and then log in.
It would be nice to have an additional page in the backend, where all journals the respective user has access to are listed and to which one would be led when logging in from the main page (of a multi journal installation). I think, this is what @eddoff suggested, too?