It's not a great idea to redirect AppData to the same location as the roaming profile. The idea of redirected folders is to move those folders out of the profile, so placing the redirected folder into the same location as the profile is asking for trouble.
If they are in the same locaiton, Windows will attempt to copy the profile down to the local machine while at the same time redirecting a folder out of the local profile back to the network.
So what you are seeing is most likely by design - use another location for AppData redirection.
Looking at this from another point of view - AppData redirection is not a great solution as you are moving a problem from logon/logoff to application launch. You will find some applications that just can't handle AppData being redirected. A better solution
is to use a roaming profile replacement product such as Immidio Flex Profiles:
http://immidio.com/flexprofiles/