What you want is exactly the setup described in the article. You have to know that “active” means “in foreground”. You can have as many sessions as you want, but only one of them can be _active_. Or how do you think multiple sessions can be active? You cannot share a monitor between sessions at a time.
Switching between sessions will always be possible. So you can switch to XBMC, Weston, Xorg, Steam, console … whenever you want. (btw., steam doesn’t really belong in that least. Session management is at a lower level than that, but according to your description it has a 1-to-1 mapping so we could see it as session).