As a promising paradigm, federated learning has been applied to multimodal sensing tasks due to its deployment convenience. However, the recent advances in multimodal federated learning emphasize learning a high-quality multimodal model but overlook the model usage requirements of massive unimodal clients. Moreover, the privacy risk in model sharing and client data heterogeneity impact the efficacy of federated learning. In this paper, we propose a novel multimodal federated learning system named MASA. As a departure from existing approaches, MASA simultaneously enhances the model learning efficiency of both multimodal and unimodal clients while ensuring their data privacy. First, we employ a gated cross-modal distillation scheme to achieve performance-aware knowledge transfer across modality-heterogeneous clients. To enhance the system security, MASA integrates a lightweight split-shuffle mechanism to realize the anonymization and encryption of model aggregation. Moreover, to reach personalized collaboration while protecting privacy, MASA features an attention-based spontaneous client clustering mechanism to form client cluster structures securely and distributedly. We evaluate our MASA on four public multimodal datasets for human activity recognition. The results show that our MASA outperforms leading multimodal federated learning methods on the model performance of both multimodal and unimodal clients.