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redirect.php uses and needs $wgArticlePath which in a default install is only
set in Setup.php.  Setup.php gets loaded from WebStart.php only if MW_NO_SETUP
isn't set, but redirect.php sets it, and thus prevents loading of Setup.php and
any value for $wgArticlePath.

All of this thus causes redirect.php to outpur an empty Location-header.

Fixed a long time ago in r23243.