I detected a problem:
4. Multiple firewalls don't share security context form docs: http://symfony.com/doc/current/book/security.html#book-security-common-pitfalls
And found sollution:
Firewall Context from docs: http://symfony.com/doc/current/reference/configuration/security.html#reference-security-firewall-context
So, define firewall context is necessary if you have separate firewall for application and admin panel.