Joseph,
Thanks for the clarification. In the meantime I backed up and restored my course containing my lesson from an instance of 2.3 to an instance of 2.4. I don't know if that is the reason or if I simply had something set incorrectly but I can confirm that this works on my 2.4 instance of Moodle. I thought that on my other site (2.3) I wasn't getting my negative feedback for the correct answer but it could have been that I just overlooked it. Sorry for the bother.
After experimenting with both a little, I think I prefer the jump to this page again rather than back to a content page. I think sending them back to the content page will demotivate students, in my case, and influence them to give up and stop using the system.
Regards
Jason