All monads in Haskell are only monads if you exclude the weird seq combinator. This is also true for IO. Since seq is not actually a regular function but involves magic, you have to exclude it from checking the monad laws for the same reason you have to exclude unsafePerformIO. Using seq you can prove all monads wrong, as follows.
In the Kleisli category the monad gives rise to, return is the identity morphism and (<=<) is composition. So return must be an identity for (<=<):
return <=< x = x
Using seq even Identity and Maybe fail to be monads:
seq (return <=< undefined :: a -> Identity b) () = ()
seq (undefined :: a -> Identity b) () = undefined
seq (return <=< undefined :: a -> Maybe b) () = ()
seq (undefined :: a -> Maybe b) () = undefined