Minor correction - JMeter works fine, it follows the redirect, but does not convert the location.
The location appears to be an absolute URL, so is not converted by the call to java.net.URL.URL(URL context, String spec) .
[JMeter calls this with the spec set to the Location: reference]
Indeed some OSes may permit "." as a file name, so this AFAICS is the correct behaviour by JMeter.
Wicket should ideally return a valid absolute URL, failing that it should return a valid relative URL.
The current behaviour appears to be neither.