If you try and visit a special page that requires login using a url fragment like Special:Preferences#mw-prefsection-rendering, then the redirect to Special:Userlogin and subsequent redirect back to Special:Preferences will lose your redirect, as the first redirect becomes: w/index.php?title=Special:UserLogin&returnto=Special:Preferences&returntoquery=&warning=prefsnologintext2#mw-prefsection-rendering, which isn't passed on again.