Hey Özge,
F5 refreshing of pages in Mendix is a bit wonky, if it can’t place your actual location in the app it will indeed return you to your homepage. To keep it a bit more natural, you can provide your users with a button that refreshes the page (There is an action for that in the Nanoflows Commons module on the market place), or with a simple ‘refresh in client’ with a “change object” action on the page parameter object.
If you do want to make sure F5 functions somewhat properly, you need to provide the page with a URL in its properties. To note, if the page needs an object parameter to function, you will need to be able to identify the object’s ID.
See this question’s answer by Shekhar for this last part in more detail: https://forum.mendix.com/link/space/user-experience/questions/109738