Trailing slash in WordPress address

I search the forums and checked the faq, but I couldn’t find an answer to this question:
Why can’t I save a trailing slash for the WordPress address in the General Options?
I want my WP address to be like this: http://mydomain.tld/myblog/ but in the General Options it only saves this: http://mydomain.tld/myblog
This causes a problem, because the main title for my blog get that address linked and when I click on it this happens:
1) the browser tries http://mydomain.tld/myblog
2) the web server redirects to http://www.mydomain.tld/myblog/
Apparantly, if the trailing slash is missing it redirects and adds the www, which I don’t want (I could add som mod_rewrite I guess, but if there were a trailing slash that redirection wouldn’t need to happen at all). Right now I’ve added the trailing slash in my index.php, but I was curious why it isn’t saved.