In the native app external links (web/PDFs, etc.) open in a so-called child browser. This is a kind of the browser window that opens within the app without having to leave the app. With the “Back” button you can go back to your app.
In the web app all websites are displayed in a new tab of the browser. Thus, you cannot go back automatically into the app. The web app must be open new or be located in another browser tab.