Are you using AppBridge/Polaris? It usually will do a redirect unless specified otherwise: https://github.com/Shopify/shopify-app-node/blob/master/pages/_app.js#L26
I usually put:
forceRedirect: process.env.NODE_ENV === "production"
on the App Bridge which basically means only redirect when in production mode so that dev mode loads app in a different window outside of the admin.