The Continue Shopping page from shopping cart page brings customer to the last page which is visited before. I think it should work as your expect. If not, please submit a new ticket to EShop category to send me your site information so I can help you to check that.
In my cart it goes back to the homepage. Perhaps I have this set up incorrectly? Here is a page where you can test the cart:
This page is accessed after a form is submitted, and is hidden from public view unless you fill out the application. Could this be the reason?