The following link describes how to change this behaviour in Windows 8 using a registry setting and some permissions on that registry setting. It also works with Windows 10.
http://www.eightforums.com/user-accounts-family-safety/10004-help-multiple-users-login-screen.html
First launch the registry editor: Press WIN + R, type regedit and click "OK".
Navigate to the following path:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\UserSwitch
Change value of the key Enabled from 0 to 1
There's one more problem to solve: The user SYSTEM automatically changes the value to 0. So we will disallow the user SYSTEM to change it.
- Right mouse click at registry key
UserSwitch -> Permissions
- Click on
Advanced and then on the Disable inheritance-button; if your are prompted with two options now, choose the first one (Convert inherited permissions into explicit ones for this object)
- At the top of the dialog, change the owner from SYSTEM to the group Administrators (if your Windows is not in English, the name might differ a bit, e.g. in German it would be "Administratoren")
- Select the group Administrators entry -> Allow -> full control
- Double click the entry for SYSTEM, select type
Deny and click on Show advanced permissions. Here Clear all -> only check Set value