Yes that's expected.

The login redirection works with menu Itemid of Joomla so you will always get the redirection to the routed menu ID. If the page is not directly linked to any menu the redirection will fallback to the nearest parent page linked to the menu.

If you want a different behavior you need a custom code in the function getReturnURL contained in the module file joomlapath/modules/mod_instantfblogin/helper.php to use always a current URL instead of perform a Joomla menu routing.