I've seen this behavior on multiple meta sites, for example:
As soon as you choose to add a new login (To be honest I only tried Google, Facebook and the OpenId box), you get redirected to a 404 page at [meta site url]/users/authenticate. Example.
In my opinion, since when trying to login (i.e. first time login) on a meta site it redirects to the login page of its main, the "Add more logins" page on meta should also redirect to its main "add more logins" page. I think this would just make it more consistent.