If I'm logging out of the site2.mydomain.com, I'm redirected to site2.main.mydomain.com/wp-login.php?loggedout=true which is already strange. Then I'm logged out main.mydomain.com, site2.mydomain.com but not of site3.mydomain.com
If (as a super admin) you are a user on multiple mapped domains the logout will only log you out of the current domain and the main site domain. In most cases your regular users will only be a user on one mapped domain so when they log out they will be logged out everywhere.