When opening a photo in files, then closing it, why does the folder not return?

Here's something to try.

Open a folder on your Mac, one that contains multiple photos.

Open a photo. Ahhh ok, then close it. Imaging you want to look at more.

The annoying thing is, when you close a photo, the folder that contains the photos, doesn't return. Other apps, when you close something in it, returns the "parent" App/folder. But the Mac doesn't. So you are then looking on your desktop or your Stack find said Thumbnail to bring back the folder.

Open another photo. No not that one. Close it. And off you go again.

Is there a setting somewhere that gets around this?