Just a bit of explanation on this...
Redirect pages are special and have special requirements. Because of the way the link tables are handled, redirects get screwed up in all kinds of fun ways if you put other text into them besides the actual redirect, in particular other *links*.
At some point as a protective measure, the wiki got set up to strip any extra junk from a redirect page when you save it to discourage this.
Category markers are at this time a special case of inline linking, so they get stripped too.
-- brion vibber (brion @ pobox.com)