The SCLogin module uses the underlying Joomla login system to actually authenticate the user (if they're not using a social network to login). We don't have any control over where the user is returned after a failed login. Normally though, a failed login should bring them to the Joomla login page with a message that the login failed. If they're being left on the same page they tried to authenticate on, that would be strange. However, there are many plugins or other addons that can alter the login experience in various ways.
I hope that helps explain things, but if you need anything else, please let us know.
Thanks,
Alex