In the "Page settings" dialog, it says "Redirect this page to" and a blank field for the target name. If you put a name in there, then it sets a redirect, even if you don't tick the checkbox.
VisualEditor should automatically tick the checkbox there if it's going to set a redirect (e.g., as soon as you start typing). Otherwise, it looks like it's not going to redirect the page when you exit the dialog box.
(Reproducing this has only been consistent if there is no redirect on the page at the start of the editing session.)