Why doesn't menu take me back to previous screen?

What ATV version do you have? See Identify your Apple TV model - Apple Support if not sure. You sig says Apple TV 2, but I suspect you have ATV 4, the current model. If so, the Menu button normally brings you to the top menu bar, then you swipe left/right on the remote to reach the other screens of the app. If you cannot see the top menu bar, check your TV size setting.

Menu should take you to the previous screen, please expand on what you are seeing I'm not able to replicate it. If it's taking you to the home screen instead of the previous screen you are keeping the 'menu' button pressed too long.