I have checked the code I am using and it seems to bear out my observation. Perhaps I am doing something else wrong that is causing this.
When people use a link in an email to visit a restricted page they are redirected to a login page, unless they are already logged in.
The code for my Login page is
[[!Login? &loginTpl=`lgnLoginTpl` &logoutTpl=`lgnLogoutTpl` &redirectToPrior=`0` &logoutResourceId=`8` &errTpl=`lgnErrTpl`]]
<a href="[[~5]]">Forgot your Password?</a>
With this code, after logging in they are redirected to the original url they tried to visit.
If I change the code to &redirectToPrior=`1` they end up back on the login page after logging in.