Hi
Acctually, everything is probably correct. Looks like joomla works this way starting from a frontpage when You change language. I've just tested it on my computer. Try using falang and translate pages. I always use this component and since content is translated each language veriosn is using same Itemid, so joomla can stay on the same page, but show a different content.
With joomla multilanguage standard solution each page has a different Itemid, so there is no way to tell which Itemid is in pair with this language, so starting from homepage is neccessary.