In the download instructions I found "For external authentication like LDAP, by the definition of external system the users are shared between all websites."

Does this mean any user defined through LDAP would have access to ALL sites or does it mean that we can still be selective and define a selection of sites for access by a user when using LDAP.
so
user 1 can access site1 and site2
user 2 can access site2 only
...

Concerning the LDAP authentication and its detail, I prefer to redirect you to Joomla itself that provide such module.
All I can tell you is that a LDAP is an external repository where the user information are stored.
As this is an external system, the information are identical for all the website that will use the method of authentication.
I can not tell you more because I am not a LDAP specialist.
Here it is the Joomla documentation concerning the LDAP
docs.joomla.org/LDAP

Perhaps you will find answer in Joomla forum.