The problem that you seem to be having was one that i also ran into. I think the reason why your phone is like that is because it has an IT policy on it through exchange. If you don't setup to sync with exchange it doesnt knock you out of the last screen you were working with.
for me what worked was this app here called stay unlock.
http://share.zenyee.com/my-software/...attredirects=0
hope it works for u. did for me