If I search for one of the venues, and then uncheck it, I still have the ?sfid=1113
on the URL and the page has slightly different content (as the home page will sue a different template to the one specified for the search to use).
Is that what you mean? It will not go ‘back’ to the home page, as this behavior is how WordPress does its own searches as well. Once you have gone to a search page, it will stay there.
But, for me, the pagination works. With the search above I just made (for ‘Coastal Credit Union Music Park’) it gives me 15 shoes, 12 on the first page and 3 on the next.