First, maybe it's possible you were still signed in, and just thought you weren't. Reason I say that, is because a few times I've selected "yes, keep me signed in" when I go to practice, then at the main select screen, at the top (in the clouds), it said "not signed in". Could have happened the other way around to you.
And yes - I've been signed in and warped straight to the character select screen when someone challenged me. How does someone do that? Do they have to be on your friends list, or is there a place to type in the name and challenge them that way? I would much rather a screen pop up with the OPTION to receive the challenge - I really don't like how it just plops you into a game like that.

I like it because it's kind of like being in the arcade, you're playing the computer for kicks and then some random shmoe plops a quarter in and then the real fun begins. I love it, just like old times!
Peace.

if some fuckup did that at the arcade he's owe me a quarter