Administration console does not work in WordPress

Steps to reproduce:
1. Login to http://wordpress.demo.civicrm.org/ as "demo"
2. Navigate to "Administer => Administration Console"
3. Click any of the links
4. Observe error: "You do not have permission to execute this url."

Notably, the links in the Administration Console look like:

http://wordpress.demo.civicrm.org/?page=CiviCRM&q=civicrm/admin/reltype&reset=1

However, if you change the URL to use "wp-admin", then it works, e.g.

http://wordpress.demo.civicrm.org/wp-admin/?page=CiviCRM&q=civicrm/admin/reltype&reset=1