Example: you have a site in a sub-directory off the webroot, you call
->Link() on a SiteTree record, which returns "/[sitedir]/my-page", and
you pass this URL to Director::test(). It's a valid URL, but
Director::test() will throw a 404.
Director::test() should be ensuring that all URLs passed to it are
properly made relative, not just in the case where it thinks the URL
is absolute.