You have to set THttpSysServer.KeepHostInUrlPrefixes property to True. This will solve your issue.
If you are manually creating the THttpSysServer, just set the property:
HttpSysServer.KeepHostInUrlPrefixes := True;
If you are using the TSparkleHttpSysDispatcher component, then use the HttpSys property to reference the object:
SparkleHttpSysDispatcher1.HttpSys.KeepHostInUrlPrefixes := True;