I was curious about my proposed solution so I tried it out.
Although the implementation is a bit more complicated than I anticipated (one has to decide if the Acegi SavedRequest is an ajax request) it is working well in my environment.
I attached the source if you are interested.
And the Acegi securityContext.xml must be modified accordingly:
regards,<bean id="authenticationProcessingFilter" class="util.XTAjaxAuthenticationProcessingFilter">