No, not really. Facebook loads your page within an iFrame. It's only the first load of the page that Facebook sends us information about the user (who they are, if they Like the page, if they're in a Page Tab or Canvas area, etc). We save that information, and as the user clicks around on the site, we use what was originally sent to us. If they leave the page and view in the live site, then we clear the information originally sent.. so that the correct live-site template is shown and JFBConnect basically doesn't interfere.
If the user goes through the path you mention, back in the FB Page, the live site template will show.
Hope that at least explains. Where possible, we'd recommend keeping the user in the Facebook Page, or not trying to get them to go back and forth between the two. We are looking into ways to re-get the information Facebook sends on that initial page load, but don't have any timeline on when that would be done.
Thanks,
Alex