We want to use a DNS alias instead of the server name to access the Siteminder Admin UI, but after we created the alias, and we verified connectivity, when we try to access through the browser we are automatically redirected to the server hostname to access Admin UI. Why is this redirection happening? There is a way to use a DNS alias instead our server hostname?
The AdminUI embedded JBoss listener is bound to the FQDN used on the first access during the registration process. As you used the server hostname during initial setup, and afterwards you created the DNS alias, the AdminUI is redirecting you to the hostname as per this bind, because it is receiving the request to the correct port as per the DNS alias.
In order to use a DNS alias, you can register again your AdminUI, but ensuring you use the DNS alias during the registration process, specially when doing the first access from the browser, so when entering the initial URL, you need to use the DNS alias instead, like: http://mydnsalias.domain.com:8080/iam/siteminder/adminui
Also, ensure both servers (Policy Server and AdminUI) are able to resolve the DNS alias correctly before.