It turns out this “problem” resolved itself. I didn’t realize the “blog/” slug was added to multisite installations.
Yet, I clicked around a bit, switched the Permalink setting back to “Plain”, and somehow the extra “blog/” slug is gone.
I should add that I initially installed WordPress under the subdomain “blog.mysite.com”, but I decided to switch it to “www.mysite.com/blog/”. I uninstalled WordPress, then reinstalled it.
