Sounds that you have enabled this feature:

• "3-bar" menu button -> Options/Preferences -> Advanced -> General
  Accessibility: [ ] "Warn me when web sites try to redirect or reload the page"

The setting in "Options/Preferences -> Advanced -> General" is meant as an accessibility feature, as you can see by the label of that section, so that people with disabilities or people who use screen readers do not get confused and is not meant as a safety protection to stop redirecting.

See also:

• https://support.mozilla.org/en-US/kb/settings-network-updates-and-encryption#w_general-tab
• http://kb.mozillazine.org/accessibility.blockautorefresh
• http://kb.mozillazine.org/Accessibility_features_of_Firefox

I do not have an "Advanced" option in preferences. How do I fix this without one?

The warning about reloading or redirecting is meant as an accessibility feature so people with disabilities or people who use screen readers do not get confused and isn't meant as a safety protection to stop redirecting.

• http://kb.mozillazine.org/Accessibility_features_of_Firefox

In Firefox 56+ this setting can no longer be found in Options/Preferences.

You can modify this pref on the about:config page to enable or disable this feature

• http://kb.mozillazine.org/accessibility.blockautorefresh

You can open the about:config page via the location/address bar. You can accept the warning and click "I accept the risk!" to continue.

• http://kb.mozillazine.org/about:config

Why does clicking the "allow" button not change anything?