This is because the store automatically forces people to the domain without the "www." in the front. You will see that if you put in the domain without the "www." there is no redirect.
This is good because if both can be used then it is like having two versions of the site running that can compete with each other for traffic. It is considered generally advisable for many reasons to force traffic to either always or never have "www." in front of the domain, so that is automatically done by our system.