This posting is older than 6 months and can contain outdated information.
I think one possibility could be that XBMC (and thus Plex) implements
the overlay player controls as "menu", so that when you access the
player controls and then "close" them, the command to go to the
previous menu will show the overlay player controls again. I think
I've observed this during development of the new XBMC Behaviour, but I
may be wrong.
To me (from my outside perspective and observations - I'm not familiar
with XBMC internals, so I may be wrong in parts) it looks like if XBMC
internally has no real menu hierarchy, but really allows to have any
menu follow one another. The magic that gives you the impression of
hierarchical menus seems to be located inside the keymap.xml, which
allows different actions to be executed for button presses depending
on which menu is currently shown. The keymap.xml is honored by XBMC/
Plex if you use "Navigation: Previous menu", it is not honored and
you're just taken to the previous menu on the stack of menus when
using "Previous menu".
What happens if you press the menu button more than one time? Does
XBMC take you to the previous menu as you'd have expected it to do
with your first press?
Best regards,
Felix Schwarz