redirect doesn’t work while using example code

You can use the login_redirect filter to do this. One of the parameters is $request, which is the URL the user is coming from

Use the below in your active theme’s functions.php file to make this work.

function wpse126853_redirect_to_request( $redirect_to, $request, $user ) {
    // instead of using $redirect_to we're redirecting back to $request
    return $request;
}
add_filter( 'login_redirect', 'wpse126853_redirect_to_request', 10, 3 );

You can use the filter for distinguishing redirect destinations by user roles. Take a look at the documentation for a deeper insight into that.