As I am making new slave sites, and logging in as super admin. I see that my previous login to Other slaves are listing as logged in users, they are not going away even if I log out??!!

When you are replicating the website where you are logged this is normal that you see them into the slave site as this information was present in the DB that you replicate.

So when you are a website have user logged and that you replicate it while they are logged, the DB will be replicated with this information.
JMS does not touch to the DB content except for the administator email and password when a website is created from the front-end.
So everything is copied and also the info concerning the current users logged.

This is totally normal