I store my wifes files on my f8 server which she accesses via samba. All she knows is that if my computer is on, she can get to her files. She never logins, and I never have to connect to the box to make anything work. This is the same for all those machines that google et al use. Do you think they need to login to each machine to make apache work? lol
Point 5.) Never used VNC in linux so cant comment, but this maybe just how vnc works within gnome.
The reason I asked about the firewall, was in case your running some kind of personal firewall which opens the samba ports when you login.
Interesting setup/problem you have here..... I'll have to have a think about it.