Accessibility recommendation for the menu

Hello,

I think the menu system is illogical, or doesn't work in a way that a person would anticipate it working.
How it works now:
Click settings: 
Choose menu item in the settings
Go to an under menu in a subset
Press escape
Get booted to settings page.

Settings > menu item> under menu subset> press esc> settings

The logical way would be:
Click settings:
choose a  menu item 
Go to an under menu in a subset
Press escape
Remember what menu the user came from and return them there
Escape again to get back to main menu

Settings > menu item> under menu subset > press esc> under menu subset >

I made a video:
I am unsure if I can upload it here, so I also add a link to it.

https://www.twitch.tv/dextravaganza/clip/ColdClearMouseRedCoat-SQ0y1JYCcbjiW6nw