Look at it from the point of view of the casual browser (person). You
click on something and it goes somewhere. You click on Back, and it goes
back. That's all they need to (or should) know. This behavior adds a
hidden twist -- you have to know whether the link is to somewhere else in
the same file, or to another file. There is (as far as I can tell) nothing
visual distingusing the two types of links, so the user has no way of
knowing which it is.