In this case, all three classes implement the interface (directly or indirectly). This is because MyAbstractClass1 implements MyInterface, and since MyConcreteClass1 derives from MyAbstractClass1, it also follows that you can treat MyConcreteClass1 as a MyInterface. MyConcreteClass2 can be treated with something that derives from MyAbstractClass1, as long as you treat it as a MyInterface. the derivation from MyInterface in ConcreteClass3 is a bit redundant since MyAbstractClass1 already implements MyInterface.
With all of that information, i'd say that yes, it is redundant to implement MyInterface on MyConcreteClass3 since it derives from MyAbstractClass1 which already implements MyInterface. I think the reason that you cant have an abstract implementation of an interface method is that it provides no code itself and you cannot guarantee that it will be overriden in subcalsses. Use Virtual instead.