That is the default behavior. If you want to override it, you need to pass in a redirect url to the wp_loginout() function. Since you are using the Meta widget, the easier thing to do is add the following code to your functions.php theme file:
function my_loginout($link) {
if (strpos($link, 'redirect') === false) {
$parts = explode(" ", $link);
foreach ($parts as &$part) {
if (strpos($part, 'href') === 0) {
$redirect = sprintf('%sredirect_to=%s">',
strpos($part, '?') === false ? '?' : '&',
$_SERVER['REQUEST_URI']
);
$part = str_replace('">', $redirect, $part);
}
}
$link = implode(" ", $parts);
}
return $link;
}
add_filter('loginout', 'my_loginout');
In short, that adds the necessary redirect_to parameter to the Log In/Out links. If you only want it for the Log Out link, you can use the following:
function my_loginout($link) {
if (strpos($link, 'redirect') === false && strpos($link, 'action=logout') !== false) {
$parts = explode(" ", $link);
foreach ($parts as &$part) {
if (strpos($part, 'href') === 0) {
$redirect = sprintf('%sredirect_to=%s">',
strpos($part, '?') === false ? '?' : '&',
$_SERVER['REQUEST_URI']
);
$part = str_replace('">', $redirect, $part);
}
}
$link = implode(" ", $parts);
}
return $link;
}
add_filter('loginout', 'my_loginout');