Azure App Proxy - Redirecting to Internal URL

Question

We have a premises application and expose through app proxy.

We're now facing a issue is that the application will redirect to internal URL so that user cannot access the page.

For example, we have an application with internal URL https://myhost/myapp/, and expose it with external URL https://myapp-mydomain.msappproxy.net/myapp/

Then the behavior is as below

1. Access by URL https://myapp-mydomain.msappproxy.net/myapp/, access successfully.
2. Access by URL https://myapp-mydomain.msappproxy.net/myapp, access successfully.
3. Access by URL https://myapp-mydomain.msappproxy.net/MYAPP/, access successfully.
4. Access by URL https://myapp-mydomain.msappproxy.net/MYAPP, redirect to internal URL https://myhost/myapp/.

This behavior is strange and we are now have no idea for why this happen.