I apologize if I missed something, but: 1) currently you can make +10pages -> back (-10pages) and…
nothing (the Go back menu item is then gray/unavailable); 2) the expected behavior would just be the same as what you are getting using an anchor, tap on the footnote (reach the note) -> back (to the text) -> back (to the footnote) -> ...
Maybe my settings prevent me to see the problem you raise, but this could anyway be the fallback behavior. The last place whatever it is would always be more useful than
nothing, wouldn't it?