That's easy enough to resolve, make it configurable. I too wish the playlist menu remembered where you had been last.
Another approach might be to have an entry on the root playlist which takes you to where you last exited the playlists when you select it.
Yet another great feature would be an item in the root playlist that took you to the playlist that the current track is in (or a list of playlists if it is more than one).
__
Unit serial number 47 (was 330 in the queue)...
_________________________
Remind me to change my signature to something more interesting someday