ok, I think ti was best described in this post on your site, just not sure if this is fixed in 2.x???:
From krileon:
www.joomlapolis.com/forum/140-cb-13-general-discussion/148615-login-redirects-no-solution-help
You can't do this. That is called a double-back. CB only records 1 URL back by posting it with the login form via the "return" input field.
When you visit a restricted page you're redirected from the destination to the error page. This makes the return URL the error page it self. Obviously such a page is invalid after login so you're sent back to the homepage.
With an integration in place it's a triple-back as you're sent from destination to error then to login page. CB still can't send back that far unless the return URL is intelligently handled with some sort of API (non-existent) and stored to session (dangerous) or maybe a cookie (slow).
You could actually make an integration to handle this. It would need to be 2 part. 1 being a Joomla system plugin so it can store and keep track of the URL (cookie? session? database?). You'd then need another integration that is a CB plugin which uses the onafterlogin trigger to grab from your storage method the URL and send the user to it.