You can get the current URL with $client->getResponse()->headers->get('location'), and assert it ends with /login using assertRegExp().
$client->getResponse()->headers->get('location')
assertRegExp()
$this->assertRegExp('/\/login$/', $client->getResponse()->headers->get('location'));
Just tried Samy Dindane solution without success (maybe something changed from 2.0)
Anyway, in 2.1, I was able to retrieve current URL in test with:
$client->getRequest()->getUri()
Then, you can use assertRegexp().
You can also do something like this (Symfony 2.3)
$client->getHistory()->current()->getUri()