Clicking a link in a wppa display almost always causes an ajax call to retrieve the new content to replace the existing wppa display.
This is faster and nicer for the user experience than reloading the entire page.
The adressline in the browser is updated (if configured so) to reflect the new situation.
When the adressline is copied and entered in a new window, you will get the same display.
It is a browser restriction that the successive history items are not properly re-usable using the browser back button.
What you should do is clicking the item in the breadcrumb where you want to go to, in most cases that is te item just before the last line in the breadcrumb.
This is the reason why the breadcrumb bar is implemented.
Try it out: in the above display, click on Second album
After the spinner is gone and the display is updated, click on Album 5
The click on View 32 photos
If you now want to go back one level, click in the bredcrumb on Album 5, if you want to go back two levels, click on Second album
If you really want to make the browser back button working as expected, disable frontend ajax in Photo Albums -> Settings -> Advanced settings -> System -> I -> Item 5: Ajax method, but that is not recommended for performance and user experience reasons as decribed above.