Kevin,
HI. I have seen another user with a similar issue, can you tell me if the 'redirect page' is a page that is available to all users or only registered users? I would make it available to all users, apparently after the module first redirections the authentication isn't 'kicking in'. Or you can use the 'Display message to user after initial registration' feature. Also, make sure there is not an option in general settings to not sign the user in.
-Chad