When you hit back in the browser, you go back to the email message iff the browser did not open with an existing history. If it did, then it navigates to the previous page inside that browser, instead.
I'm unable to reproduce this bug. I clicked a link from an email message and the browser opened the link in a new tab (several tabs are open). I clicked back and it took me to the email message.
If I have the maximal 4 open windows in my browser, and then click some link, it cannot open in a new window, so it opens it in an existing window. Then, back manipulates that window, rather than returning from the web browser itself.
When you hit back in the browser, you go back to the email message iff the browser did not open with an existing history. If it did, then it navigates to the previous page inside that browser, instead.