Thanks for looking into this! I think it shouldn't, as I copy-pasted these examples from my Google Analytics account. The documentation says:
The _setAllowLinker() method directs the target site to read cookie data from the POST data rather than from the regular user session information. In this way, you can pass cookie data set on one domain to another and thereby retain the visitor session from your online store to your shopping cart.
I guess that for single domain with subdomains, it creates a cookie that can also be read by subdomains, so it doesn't really make sense to also put it there... but it's not a definite expert opinion on the subject, just my take at it.
Hope that helps,