Login Welcome Page Not Working

So I set a login welcome page for the members on my site to see after they login. However, it doesn’t seem to be working, I tried logging out, going to one of the pages within the members area that only people who are logged in can access, it showed a login page (which is correct, as I have a login page set as the “Membership Options Page”, but after I logged in, it didn’t redirect me to the welcome page but stayed still on the same page.

I wonder why this is happening, the login was successful, I did log in to my account, but stayed on the same page as I was on before.

Guys, please, anyone? This is a major issue for me…