Redirect to DPS in a WorkFlow

I am trying to redirect the user to DPS for payment during a custom workflow.

I have the code with no errors, but the redirect doesnt apply.

Is this something that is possible or something that I will need to do on the client side?

public override WorkflowExecutionStatus Execute(Record record, RecordEventArgs e)
{
	/* various dps operations redacted */
	HttpContext.Current.Response.Redirect(returnUrl);
	return WorkflowExecutionStatus.Completed;
}

This is a companion discussion topic for the original entry at https://our.umbraco.com/forum/113265-redirect-to-dps-in-a-workflow