Harumph. We've tested that setting extensively because it's caused issues before, and I just ran a quick test on this site, and it does work. Usually, something that can prevent the login redirection from functioning is a User plugin that forces a redirect. However, usually that will lead somewhere other than the home page. I also just checked your site, and on each page, the redirect url that we set (to know where to return to) is being set correctly.
So, with that, if you could, re-enable our account on your site, and we'll do our thing. Sorry for the troubles, again.
Thanks!