You usually get this when you do an HTML redirect (using the meta tag in the HTML header). If you perform an HTTP redirect using the Location: index.php header, you will not get this.
I found that HTML redirecting works a little better with older mobile browsers, so I had to use this instead of HTTP redirecting in some projects. Other than that, there is no particular reason to use one of the others. It is just a matter of taste. Perhaps the forums you link to want you to notice that you will be redirected ...
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