Cross-domain authentication not stored in Symfony2

I have a jQuery AJAX request :

    $.ajax({
        type: "POST",
        url: 'http://xbo.dev/ajax/login_ajax',
        dataType: 'json',
        data: {
            _username: $('#_username').val(),
            _password: $('#_password').val()
        }
    }).done(function (data) {
        console.log(data);
    }

And a PHP controller :

    public function loginAjaxAction() {
        $request = $this->get('request');

        $success = false;
        $responseCode = 300;
        $authorizedHostsDev = array('xbo.dev');

        if ($request->isMethod('POST') && ($request->isXmlHttpRequest() || in_array($request->headers->get('host'), $authorizedHostsDev))) {
            $user = $this->get('fos_user.user_manager')->findUserBy(array('username' => $request->request->get('_username')));

            if ($user) {
                $encoderManager = $this->get('security.encoder_factory');
                $encoder = $encoderManager->getEncoder($user);
                $encodedPass = $encoder->encodePassword($request->request->get('_password'), $user->getSalt());

                if ($user->getPassword() === $encodedPass) {

                    if ($user->getExpiresAt() < new \DateTime()) {
                        $responseCode = 500;
                    } else {
                        $this->userAuthentication($user);

                        $responseCode = 200;
                        $success = true;
                    }
                } else {
                    $responseCode = 400;
                }
            }

        }
        $return = json_encode(array('responseCode' => $responseCode, 'success' => $success));
        return new Response($return, 200, array('Content-Type'=>'application/json'));
    }

If I execute this AJAX request from xbo.dev, I have this result in the console.log(data) :

{"responseCode":200,"success":true}

After that, I'm redirected and I'm logged in.

If I execute this AJAX request from subdomain like blog.xbo.dev, I have the same result in console.log(data) but, when the page is refreshing, I'm not redirected (I stay on the connection page) and it seems that my login action is not made (still can enter my ids to connect).

How can I change this behavior ?

Thanks

EDIT : I just added one test, to know if I was connected in the moment, in the PHP controller. Indeed, even after the AJAX request from blog.xbo.dev, $responseCode is 1000. The test :

if ($this->getUser()) {
    $responseCode = 1000;
} else {
    $responseCode = 200;
    $success = true;
}

EDIT 2 : Here is the code of the userAuthentication method :

private function userAuthentication(UserInterface $user) { 
    $providerKey = 'main'; // firewall name
    $token = new UsernamePasswordToken($user, null, $providerKey, $user->getRoles());

    $this->container->get('security.context')->setToken($token);
}