The feature selector for the search module was only intended for use when showing the results directly in the page. The search results page can only show either all results or results for one feature at a time because it only expects one feature guid parameter, so multiple features selected in the module will never work with the redirect. But I did fix it so that it will use the first feature in the selected list and pass that feature guid to the search results page so it will be able to work that way if only 1 feature is selected. This is in the source code repository now so it will be in the next release. I've also updated the help link in the settings to clarify that limitation.