I want to know why your server is listening on port 80 only to kick out 404 pages. If you require SSL for all traffic, then you really only have two logical choices, either only listen on 443 or redirect from 80 to 443.
Now, if you only use https for authentication, not redirecting to the SSL-enabled url is a far, far greater transgression against UX than hiding the protocol in the address bar.
Simply put, this seems like a nitpick rarely exposed outside of corner cases and other UX mistakes.