I’ve tested the following code in my function.php:

if ( $_GET['test'] ) {
  wp_redirect('https://google.com');
}

and it works, if I go to https://example.com/?test=true, I will be redirected to Google.

But I found out when I put wp_redirect() in a function hooked to some action, it won’t work. Instead after its execution users will stay on the same page, and, in my case, some CSS files seems not being loaded.

Since I haven’t figured out what kind of actions will trigger this behavior, it is hard for me to reproduce the problem and demonstrate it in a simple way. So I take some screen recording, hope that will help make sense of the problem I am experiencing:
https://www.loom.com/share/4cfad90fde494fbd99db113c30b7555b