When returning to the main menu by exiting from the Character/Achievements menu, it is expected that Character should still be highlighted, but instead Prophecies is highlighted (in the same menu position as the Achievements selection inside the Character menu).
Main Menu -> Character -> Achievements -> <cancel, cancel>
You need to enter the Achievements menu, not just highlight it. Similar unexpected behavior does not seem to happen when exiting Character/Perks, nor any other submenu. The behavior does occur if both the Character/Perks and Character/Achievements submenus are entered before exiting to the main menu, regardless of order.