Is it me or is this the way it works?
 

I have installed Nathan Rice's Simple URLs but I noticed (quite by accident) that even though the Simple URL is listed as http://markstruczewski.com/go/studiopress/, I can leave out the "GO" and it still works (http://markstruczewski.com/studiopress/. Is this by design? Just curious.

I reached out to Nathan via Twitter but haven't heard back from him yet.

WordPress is finding the slug and it works since there aren't other slugs that match it. It isn't something in the plugin and may not work on all server setups.