You could change your 'new page' to be a normal page, instead of a redirect. Then put a HTML-module on it, change to the editor without layout, and put this in it (don't use any newlines in the editor!):
Code:
<script type="text/javascript">document.Location("/DesktopModules/AuthenticationServices/ActiveDirectory/WindowsSignin.aspx");</script>
That way you'll reach what you want, but it's a really dirty workaround. Also, if anything goes wrong and for some reason opening WindowsSignin.aspx doesn't log you in, you will need to do some manual editing in your DNN-database to reset your login page, in order to be able to log in again. Besides that, you will not be able to login using DNN's default login provider (as host, for example, though there are several workarounds for that) and even people connecting from outside your network (if that's somehow possible, of course) will be redirected and most probably be presented with a popup, asking for username/password all the time, where they'll need to include the domain name in their username (not userfriendly).
Because of all that, I'd advise you to first look into why people aren't always automatically authenticated on your site and get that fixed.