Webform block redirect not working

Problem/Motivation

I have a webform with a few wizard pages. I render the first page within a webform block on the frontpage. I have the option "Redirect to the webform" checked. After click on "Next" I get redirected to the webform, BUT not to the second page. Instead I'm landing again on the first page with empty fields.
User has to enter all fields again.

I would expect that the user will be redirected to teh second page of the webform. Are there any more settings needed to set or is this just a bug?