The behaviour you describe is how it works for me as well. Use map and you are taken back to the main canvas. Of course, if the position the canvas is centred on (current position as the GPS module understands it via AGPS initially and then a real fix later) is not within the bounds of your map you may not see it depending on zoom and map size and distance away.

In the map dialogue under the menu function, do you see your map file name? And you used the "rebuild database" button?