We were not able to reproduce this issue. There is a setting in Sitefinity, where you can specify the domain URL to be used. Go to Administration -> Advanced and select from the tree in the left System -> Site URL Settings. In the opened screen check ReplaceSiteUrl and type in the SiteUrl field the URL of the domain you desire. If the replacement of URLs is not switched on then Sitefinity uses the URL of the current request to build the addresses of the pages.
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