If you create a new account on en.wiki and then try to log in to an OAuth app that is authenticates on en.wiki (for example, http://wizard.wikiedu.org), you will get that same error ["Unified login needed, E008"] every time until you visit another wiki.
The central OAuth wiki (
for now, mediawiki.org meta.wikimedia.org) is auto-attached to the global account the first time the user visits a wiki where he does not have a local account. That never happens if the user registers on the same wiki where the app authenticates (as long as that wiki is not the central one).
UPDATE: This appears to be fixed for new users, but can still affect users who created their accounts before the other related fixes for this task.