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 le registre editor: Press WIN + R, type regedit et cliquez sur "OK".
Naviguez vers 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
Cliquez sur 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-cliquez sur the entry for SYSTEM, select type Deny and cliquez sur Show advanced permissions. Here Clear all -> only check Set value
