Wget's default behavior is not to span hosts. However, a redirect does not count as "spanning" because the redirected contents is considered as a different name for the original contents, which *was* requested.
Note that Wget will not follow the links from the redirected document further into the foreign host. So, as far as recursive download is concerned, the spanning really is off. I'm aware that this behavior is not what most people expect, and it might change in the future. Currently there is no way to turn off following redirects.
