What you observe is the expected and desired behaviour. This is a URL redirection feature. As the name promises, when you visit the /learning-never-stops URL it is redirected using an HTTP 302 redirection to http://www.joomla-dev.com/my-blog/29-learning-never-stops.html and of course that shows in the address bar.
If you want the canonical URL which will be displayed in the browser to be http://www.joomla-dev.com/learning-never-stops you need to to the exact opposite:
1. Create a hidden menu
2. Create a menu item in the hidden menu pointing to this article and give it an alias of learning-never-stops
3. Set the Existing URL to http://www.joomla-dev.com/learning-never-stops and New URL to http://www.joomla-dev.com/my-blog/29-learning-never-stops.html
Now everyone visiting the undesired URL (http://www.joomla-dev.com/my-blog/29-learning-never-stops.html) will be redirected to http://www.joomla-dev.com/learning-never-stops (desired URL) and those who visit the desired URL will stay on the desired URL.
This is how the /download.html URL is configured on our site ;) Try visiting https://www.akeebabackup.com/downloads.html and you'll see that the trailing s disappears from downloads.html. We used the same method I described above so yes, it's very well tested :)
Nicholas K. Dionysopoulos
Lead Developer and Director
🇬🇷Greek: native 🇬🇧English: excellent 🇫🇷French: basic • 🕐 My time zone is Europe / Athens
Please keep in mind my timezone and cultural differences when reading my replies. Thank you!