To put it simply it is because this is the way that WP works!
No – we have never really understood the logic of this either. So we have put in place a couple of options you can use to change this behaviour.
First – visit the forum admin > Components > Login and Registration panel. On this panel you can set up redirects for both the login and logout actions so you can decide where you want your newly logged in users to end up. Simple.
Secondly – you can also stop all access to the WP dashboard – based upon the WP role of your users – by visiting the forum admin > Options > Global Settings panel and completing the ‘Block Admin Pages Access’ section according to your needs.
In both of the above cases the panel’s popup help can provide more information.