Thanks for the help John. They are good suggestions, but they won't really work in my case.
I was assuming that the redirect funtion would be something that wouldn't happen in admin mode. That's why I thought it was a bug. If that's not what it was indented to do then I shouldn't try and use it that way. But to me this would be a nice feature to have built-in.
My use case would be that I have a page that people are linking to from all over the web. I decide later that I want them to go someplace else from that same link. If it is going to be permentant them maybe I would try and phase in the new address, but that would take some time, so I would need both for a time. If it is only temporary, and I know it, I may still want the original page there to work on, but yet have the public redirected until I am ready and then turn the redirect back off. Maybe this would even be role based, although that could get complicated fast. But the logical trouble is to me that you have two different outcomes for doing theoretically the same thing. Clicking a link to a page and going to that page's URL should yield the same thing. That's where the bug part comes in for me.
I'm just laying my thoughts out for comment. Maybe if others agree it can be a feature request.
John, really, thanks for your comments.