Yeah, this irritated me at first too. But when you think about, it's actually a better idea. I hate those browser generated pages now. Because when are on a website and you type in a new address or click on a link that's bad, it doesn't have to change the page you are on to let you know about the error. You can immediately return to the page you where on before the click. Otherwise it's a bunch of bad and forth when you are going down a list of links where there are often outdated ones mixed in. It's just as irritating to have to go up and press a back button as it is to click "ok" in a sheet menu.
I'd vote to keep it the way it is.