Now that I've read sk162856, I think I understand what the issue is.
Some rules can be matched on the first packet.
When a layer only has Firewall blade active in it, every HTTP/HTTPS rule matches on first packet.
According to sk162856, a redirect will not work in this case.
Rules that involve App Control applications require more than one packet to fully match (e.g. to differentiate accessing Google from Dropbox).
If there is some other rule that can potentially apply to the connection in earlier rules from your redirect rule, then that will allow a redirect to work as well.
This obviously requires Application Control to be enabled in the relevant layer.
Without knowing precisely how your layers/rules are constructed, I can't tell you precisely how to fix this in your case.
But, if you're taking an ordered layer approach, then the redirect rule should appear in one of the last layers where, in a previous layer, the packet was matched by an App Control rule.
Hope that makes sense.