Also for me it does not work (both kentico 7 and 8), at least if output cache inside kentico is enabled.
Example 1: output cache disabled
http://daisy8-dk-dk-test2.sos-kd.org/stot-OS -> (always redirected) -> http://daisy8-dk-dk-test2.sos-kd.org/stot-os
Example 2: output cache enabled
http://www.sosbornebyerne.dk/frivilliG -> (first time correctly redirected) -> http://www.sosbornebyerne.dk/frivillig
Second time after in the same browser window I change the last leter (g) back to capital (G) and no redirect is done any more.
What is interesting - an option "Always use URL without trailing slash" always works properly.