I was looking for information on how Group Policies get applied and I thought this particular paragraph explained some of the strange things we sometimes see with Group Policy behavior:
Folder Redirection and Software Installation Policies
Note that when logon optimization is on, a user may need to log on to a computer twice before folder redirection policies and software installation policies are applied. This is because application of these types of policies require the synchronous policy application. During a policy refresh (which is asynchronous), the system sets a flag that indicates that the application of folder redirection or a software installation policy is required. The flag forces synchronous application of the policy at the user’s next logon.