When you went through the checkout wizard what did you select for the gateway? It seems that there might be an extra PayPal Express Checkout server behavior on your confirm page that is causing it to redirect to PayPal. I think if this server behavior were removed it would work ok for you. You can post back with your confirm page if you have any trouble with this.
I'm curious about your choices in the checkout wizard to see if there is a problem with the way the pages are being created based on your settings.