Once Registered User Is Not Sent To Registration Completed Page

I just tested this on a site I am developing and I am not sure why this redirect is not working.

I have the redirect set to a specific page on the site upon registration.

Registration is for the 'free level' and involves them entering email and user details as normally required.

Once entered successfully they are then sent to a registration successful page.

I thought that the setting of the Registration Completed Page under Membership>Options>Membership Pages | Registration Completed Page section would then send them directly to the page set there?

At the moment this doesn't happen so the user is left wondering what to do.

Did I misunderstand the functionality of this setting?

Thanks
Chris