There is information stored in the database and if you already subscribed with your email address and then change the redirect URL it will not be stored in the DB if you subscribe again.
Deleting the DB entry and the resubscribe worked (tried that) but is not a good solution. With new emails that shoudl work too. The redirect URL and other information should be overwritten in the existing DB record.
Apologies for the delay. I made some tests, and it worked fine. I was redirected on these pages correctly.
Also, on the WordPress plugin, you must select a confirmation mail. If you do not wish to send a confirmation mail, you can create a form through your account and disable the confirmation mail.