I think this is likely to be due to the fact that when a gallery is expanded in the same page on an Android device, the Fullscreen API is used and when you tap the device return button (after expanding the gallery from the Splash Page) the gallery exits fullscreen mode (rather than just going back one page in the browser's history). A subsequent click on the device return button will then return to the last page visited (which was the thumbnail page).
This seems to be unique to Android devices and I think it might be difficult to change this behavior. We certainly have control over what happens when navigating throughout a Showkase site using the web page navigation and gallery buttons but we have much less control over what happens when you tap a browser or device specific button.
Try forcing your gallery to always expand in a new page by setting expandInNewPage="TRUE" (in the 'General' section) and you might find that the device return button functionality is more intuitive.