WYSIWYG is not compatible with short URLs

Tomcat 7 + Nginx + brand new XEM 4.3.1 as ROOT application.

XWike works fine with short URLs according to manual http://platform.xwiki.org/xwiki/bin/view/Main/ShortURLs .
Even WYSIWYG editor works fine: you edit and save page hassless.
It works until one wants to use some options like insert macro, image or link.
In this case WYSIWYG editor works fine until you "Save and view" it.

Just after saving a page, XWiki logs out user. It happens only in case of editor's options usage.