The URLHelper.ResponseRedirect(url)
inhertis the standard Response.Redirect(url)
method, which aborts the current thread so I can see why it is causing you problems. I don't think it's a bug, I think you need to perform those actions within your webpart in the customTableForm_OnAfterSave
event.
The problem with performing the particular actions you are doing (redirect) in a global event handler is these will be fired anytime the insert is happening whether you're in the Kentico UI or not. It seems like your requirements are pretty specific which is why I'd clone the webpart and do what you need within there.