Difference in behavior of "Continue Shopping"

No big deal, but I notice that the behavior of the "Continue Shopping" button differs between the button in the small popup offering the two options of "Continue Shopping" or "Proceed to Checkout" and the "Continue Shopping" button at the bottom of the Checkout page. The one at the bottom of the checkout page takes the user back to the Order page properly as it is set to do in the configuration. However the "Continue Shopping" button in the popup merely closes the popup and leaves the user on the product page. This behavior can be seen at astragalus-source.com .

That's indeed the case.
It's not a bug, it's just the way it is.
The continue shopping URL option is only for the checkout continue shopping button.
The popup button is there just to close the popup in case the user doesn't get how to close the popup.