Most likely you have a firewall or privacy software or privacy options enabled on your browser. When you click on a link or submit a form, your browser (Internet Explorer, Netscape, Mozilla, etc..) will provide the url (web address) of the page you came from. This is called a "refer". The posting page relies on this to send you back to the forum index or the topic you posted a reply to. If this is being blocked it will send you back to the main index.
The difference with the Quick Reply box is the url is sent along when you submit a reply. So it doesn't matter if you're using privacy software. This is something that should be changed in the forum rather than asking everyone to make exceptions for the website.