I would really like to see this changed. If you begin in "My Home" and click on "Send a PM", after it is sent, you are automatically taken to the "Main Index" page. This is one royal pain, especially if you are wanting to send more than one PM, for then you have to click on the "My Home" link again and start over. At the least, I think that you should be returned to wherever your starting point was when you invoked the "Send a PM" link; e.g., if in "My Home" you get taken back to "My Home". If you send a PM from a Profile, then you are returned there, etc.
Thanks for considering this request.
Jeff