It's probably working in this way beacuse of WIndows 8 hybrid shoutdown. We have similar issue. When Windows 8 is turned of in proper manner then SSO not work, but when it is hard reset then SSO works.
Please verify with:
+1 on the Windows 8 Hybrid Boot mode.
If you set your image up to run Legacy BIOS mode. it may prevent this non-SSO behavior.
We tested with UEFI boot and we experienced what you ran into causing us to re-evaluate how we are going to implement Windows 8 (if ever).
I ran into the same exact thing as described above. Not sure if this will help you guys at this point, but if you disable hybrid boot SSO appears to work as expected --> http://www.hecticgeek.com/2012/12/disable-hybrid-boot-windows-8/