It should redirect you to the page you were on. It uses the auth_redirect() function and the codex says this about it:
Checks user is logged in, if not it redirects them to login page.
When this code is called from a page, it checks to see if the user viewing the page is logged in. If the user is not logged in, they are redirected to the login page. The user is redirected in such a way that, upon logging in, they will be sent directly to the page they were originally trying to access.
(http://codex.wordpress.org/Function_Reference/auth_redirect)
The auth_redirect() function is however a pluggable function. An edge case could be that another plugin you have installed is overwriting the auth_redirect() function.
how can I find out which plugin is preventing it? I’m currently using portfolio press theme. I tried another similar plugin and had the same issue, so yes, that leads me to believe something else is preventing that function.
thank you for your help!
Start by deactivating other plugins one by one until it works. The last plugin you deactivated should be the cause. If that doesn’t help you can look in the theme code or check the support forum for your theme.
Closing due to lack of response. Hope you got it fixed!