That’s odd — seems to work for me, Luke.
Here’s what I did: I already had the latest versions of The Events Calendar and Community Events installed and activated and I added the plugin from the knowledgebase article you referenced.
I then visited Events ‣ Settings ‣ General and located the Redirect after Submit field, setting it to /sample-page — with that done I submitted a new event via the frontend submission form and on completion, I was taken to the page I specified.
Is there anything about the above steps I’d need to change to be able to see the problem? Alternatively, is it possible that a different plugin or even your current theme is interfering? Our standard troubleshooting steps could be a good way to bear that out.
Let me know if you have any further questions on this one!