When you say that you clicked on a page in the middle of the lesson, was this done using the lesson navigation block? If so, I would be curious if that visit was actually recorded in the lesson activity (Does that visit show up in the lesson reports?)
The prompt for bringing you back to the previous page uses the information stored in the database for pages that you performed an action (like answering a question or choosing a branch) on the current lesson attempt. I believe that just dropping into a lesson by accessing the page via the URL doesn't actually leave any trail showing that you were in the lesson.
In either case, could you please file a bug report in the tracker about this inconsistent behavior.