First of all, your 2 Sympa servers need to be hosted in the same domain or at least have a common subdomain, otherwise HTTP cookies can't be shared.
Let's consider your 2 servers s1.maindom and s2.maindom :
Set your cookie_domain wwsympa.conf parameter to .maindom.(See reference manual
Sympa uses a secret token to build its authentication cookies ; you need to share the same secret token on your 2 Sympa servers. Set your cookie sympa.conf parameter to the same value on both servers (see reference manual).