In that case, this is not an issue with s2Member at all. All s2Member is doing there is using a WP filter to add extra fields to the WP registration page. But the registration process is still being handled by WordPress itself. So there is something else that is causing this problem -- probably another plugin.
A caching, security, or profile plugin is the most likely culprit. Try deactivating all your other plugins, clear all caches (including at server level) and then try again.