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My question is: why does this happen, and what effect does this behavior have with SEO and G
Why does this happen?
Apparently your host has set up a 301 permanent redirect from www to non-www. This is not the norm as most are doing it the other way around. That is not to say yours is incorrect. Someone, somewhere, decided that non-www was the way to go for you.
And what effect does this behavior have with SEO and G
Non-www presents some challenges out of the box. We've discussed them here in great detail over the years. I even made the decision to strip my WWW a while back and after a lengthy topic on the Pros and Cons, I changed my mind again. :)
No More WWW
In your case, depending on how long it has been that way and what percentage of your inbound links are linking without the www will determine how you move forward with the promotion of your domain.
How do other pages within your site respond? Like this...
Or like this...