I'm using the frontend. I have not tried these steps on the current 4.0.0. I will come back to you on this. I looked around in ezredirectmanager class and the session variable LastAccessessURI. As I understand my eZ never sets this session variable and therefore eZ always redirects to defaultNode.
If that is correct, what's the problem with my session variable?...
I quickly tested it with next 4.0.1rc2 release and ezwebin. Works fine. There must be some circumstances that affects your installation. It is difficult to say what exactly at this point.