I guess it's a regression since yesterday.
When you want to improve a suggested-edit, after hitting Save edits, you are redirected to the question instead of coming back to the review tasks dashboard. This worked yesterday (I mean 13 hours ago).
Sometimes, a popup also says "do you really want to leave this page?". The same popup you got when you want to cancel an edit.
And in the history, you can't see the action "Edit". I guess the improve lead back to a normal edit.
When the improve edit redirect to the captcha, it then redirect well to the review tasks (and the "Edit" action is recorded in the history).
The problem is also on Low Quality Posts when you edit an answer, you are redirected to the question (and the edit isn't recorded in history).
rev 2012.8.21.3762, this seems to be fixed.