RedirectingToIdentityProvider event is never called when redirecting to identity provider

I have an MVC application that is secured using WIF with Home Realm Discovery (included in .NET 4.5) and I want to deploy to Azure. To test the application first, step 1 of the deployment is in the staging environment. In order to get ACS working (since the realm changes when deploying) I have to inject wreply as a parameter to the request. (see this HOL)

For this I have written WSFederationAuthenticationModule_RedirectingToIdentityProvider (code is taken from the HOL):

void WSFederationAuthenticationModule_RedirectingToIdentityProvider(object sender, RedirectingToIdentityProviderEventArgs e)
        {
            HttpRequest request = HttpContext.Current.Request;
            Uri requestUrl = request.Url;
            StringBuilder wreply = new StringBuilder();
            wreply.Append(requestUrl.Scheme);     
            wreply.Append("://");
            wreply.Append(request.Headers["Host"] ?? requestUrl.Authority);
            wreply.Append(request.ApplicationPath);
            if (!request.ApplicationPath.EndsWith("/"))
                wreply.Append("/");
            e.SignInRequestMessage.Reply = wreply.ToString();
        }

I've added the listener in my global.asax.cs:

FederatedAuthentication.WSFederationAuthenticationModule.RedirectingToIdentityProvider += WSFederationAuthenticationModule_RedirectingToIdentityProvider;           

The problem is (at least it is one of perhaps more problems) that this listener is never called, so my injected is never carried out.

In Web.config I've set:

<modules><add name="WSFederationAuthenticationModule" type="System.IdentityModel.Services.WSFederationAuthenticationModule, System.IdentityModel.Services, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" preCondition="managedHandler" /><add name="SessionAuthenticationModule" type="System.IdentityModel.Services.SessionAuthenticationModule, System.IdentityModel.Services, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" preCondition="managedHandler" /></modules>

<section name="system.identityModel" type="System.IdentityModel.Configuration.SystemIdentityModelSection, System.IdentityModel, Version=4.0.0.0, Culture=neutral, PublicKeyToken=B77A5C561934E089" /><section name="system.identityModel.services" type="System.IdentityModel.Services.Configuration.SystemIdentityModelServicesSection, System.IdentityModel.Services, Version=4.0.0.0, Culture=neutral, PublicKeyToken=B77A5C561934E089" />