WordPress MU login redirect to another site does not work

I have a network install of wordpress together with buddypress.

Suppose my wp is located at mynetwork.com:

I have included a login form on a blog, aaa.mynetwork.com that
has a hidden input “redirect_to” with the value of “aaa.mynetwork.com” (with http of course) and sends the user to mynetwork.com/wp-login.php once it’s submitted.

I have noticed, that on the login form at mynetwork.com/wp-login.php the redirect_to value is preserved.

However when I login as a regular user tells me that I don’t have privileges to accesss /wp-admin/ for the “mynetwork.com” blog and I should go to my own blog instead.

Redirect_to does not seem to be taken into account at all!