This can quite often be something happening on the server/network level that you don't specifically know about. I had a similar problem and I eventually discovered that it was due to some reverse proxying being done on the server that I wasn't aware of. It could be worth confirming with the hosts. I wouldn't be surprised if MT were doing something similar.
Failing that a solid solution is to use DM Force SSL. It's a very useful plugin and just ensures that page is served up over SSL. No harm in being sure either way. You simple place:
{exp:dm_force_ssl:force}
At the top of the template and it will always redirect.