Hi.
Yes that is because Magento does this by default. You can get around this by adding the following to your public/.htaccess
RewriteCond %{HTTP:X-Forwarded-Proto} !=https
RewriteCond %{REQUEST_METHOD} !=POST
RewriteRule ^https://%{HTTP_HOST}%{REQUEST_URI} [L,R=301]
Make sure you put it after the "RewriteEngine On" bit. It will always 301.
Regards,
Andy