This Microsoft Knowledgebase article explains how you can sign in to Internet Explorer as a different user to get round this omission: http://support.microsoft.com/kb/2752600
1. Start Internet Explorer by using the Run as different user option, and then go to the SharePoint site.
Note: The Run as different user option is visible if you hold the Shift key when you right-click a program icon.
2. Access the SharePoint site by using the URL as http://siteurl/_layouts/closeConnection.aspx?loginasanotheruser=true
This option uses an unsupported browser feature which is unreliable and causes other issues. Currently this option does not work in IE 10 and Safari.