I found it necessary in one circumstance to hook mlp_redirect_url and prevent redirects during an XHR.

Specifically this occurs with plugins that do not use wp-admin/admin-ajax.php to provide data to the front end. The case here was the use of the Infinite Scroll plugin, part of Jetpack.

You can see the code I am referring to here:
https://github.com/Automattic/jetpack/blob/3.5.3/modules/infinite-scroll/infinity.php#L596-L614

In any case, I believe the definitive determination of whether or not we are in an ajax call should be when DOING_AJAX is true, not is_admin(). It's possible to handle XHR outside of wp-admin/admin-ajax.php, and at the very least DOING_AJAX should be set if you care for other code to be able cope with it.