This practice of resuming the original request after authentication is sometimes called "bookmarking," because it allows users to bookmark specific parts of a site and "go there" by way of the login process.
When bookmarking isn't available, it's usually a sign that the site wasn't designed or architected to allow it. For example, if authentication is detected and enforced by a border device (like a Web Application Firewall), then the redirection to the login page may take place there, leaving the back-end application without any indication of what the initial target was.
In this case it would be a security-related decision - it is the imposition of the WAF that restricts the choices of the application. Similar limitations can also occur solely within the application, if it isn't designed to maintain that state through the login process, in which case it wouldn't be a security-related limitation.