If you set up Workflow Overview with an activity type, then create an activity of that type, the activity screen closes on saving the record. I've checked the source code but can't track it down. Any reason why it does this?
I have been experiencing this issue on Project transactions when you use an activity to log some service time to a project when using Job Costing. Annoying but I have got in the habit of not okaying the record so that I can reopen from my activity list and at least review. Would be nice if this can be solved.