Oops, I hadn't noticed that max_redirections isn't part of the API.  In that case, I agree that it's not strictly a bug.  I'd also agree it's not very important.

FWIW: "want[ing] to see all redirects" is not the same thing as printing URLs -- I assume he simply meant that he wanted .open to return the original response, and not a redirected response.  I don't think he meant that he wanted urllib2 itself to allow him to literally see the URLs on his screen, by printing them to stdout (!).