I know what is going on.
For anyone that is having the problem, my guess it that you start your browser right on the forum and not the main site. See the forum and the main technically have separate login systems.
If you are on the forum, you'll have a cookie set so that you are still logged in, when you click a link back to some collection there is code on the main site that checks for your main site cookie and when found - logs you in. Unfortunately this main site login process doesn't remember what page you were expecting to go to, rather it just forwards you to your collection.
So basically when you click back out to the main site - it thinks you aren't logged in and silently logs you in, which takes you to your collection and not the link you were expecting.
Make sense?
It's something I can probably correct but it'll take a bit to research a proper solution.