Update , I think it is because of this part in "/wp-includes/canonical.php" :
function wp_redirect_admin_locations() {
global $wp_rewrite;
if ( ! ( is_404() && $wp_rewrite->using_permalinks() ) )
return;
$admins = array(
home_url( 'wp-admin', 'relative' ),
home_url( 'dashboard', 'relative' ),
home_url( 'admin', 'relative' ),
site_url( 'dashboard', 'relative' ),
site_url( 'admin', 'relative' ),
);
if ( in_array( untrailingslashit( $_SERVER['REQUEST_URI'] ), $admins ) ) {
wp_redirect( admin_url() );
exit;
}
$logins = array(
home_url( 'wp-login.php', 'relative' ),
home_url( 'login', 'relative' ),
site_url( 'login', 'relative' ),
);
if ( in_array( untrailingslashit( $_SERVER['REQUEST_URI'] ), $logins ) ) {
wp_redirect( site_url( 'wp-login.php', 'login' ) );
exit;
}
}
I think the following action: add_action( 'template_redirect', 'wp_redirect_admin_locations', 1000 );
Might be handy to remove IF a user chooses to set custom names for the login pages etc... otherwise that functionality is of no use.