Yes, after reading the guide properly and trying it myself, they both have to be on the same server.
A workaround would be to install some SSO provider like keycloak separately and configure both to login via SSO and make your users register directly on keycloak, or use a plugin to make wordpress act as an SSO provider, there are many of these + enable the SSO option in q2a.
You can also opt for manual solution, like some programmed export-import from both databases, etc.
Given the dev pace at q2a and the small community, I was too scared the integration would break at any point without ever being fixed so I ended up keeping both sites totally separate.