OK, clearer. I misunderstood your point.
I would like someone from Zentyal team to react and tell us what their solution is supposed to provide.
From technical standpoint, the is no reason to have SSO only if file sharing is activated. Zentyal brings Kerberos server qnd stores in standard LDAP server everything all the Kerberos stuff.
Thus if your client (Windows or Ubuntu) implements Kerberos authentication, I don't see why this should not work.
Again, please Zentyal team, add your inputs here