If I understand correctly, redirect pages are telling search engines that they themselves are the canonical page, rather than their targets. For instance,
meta:Help:Redirection is a page that redirects to meta:Help:Redirect. The redirect page itself includes the following HTML:
<link rel="canonical" href="https://meta.wikimedia.org/wiki/Help:Redirection"/>
Shouldn't that instead read like the following:
<link rel="canonical" href="https://meta.wikimedia.org/wiki/Help:Redirect"/>
...in order to advise search engine spiders that Help:Redirect is where the authoritative info lives?
For what it's worth, this question on Quora is what got me thinking about this, and my (admittedly limited) understanding of canonical links derives from this page on Medium.