Quite right, Page View doesn’t support scrolling to the cursor on load. It’s not quite related to the above, which seems to depend upon scrivenings mode (which is incompatible with page view), but it is certainly topical enough to cluster together. I don’t know if that’s a technical limitation or an oversight though. I’ll check.
Sadly that’s true of all navigation in all modes in the Windows version. It has no memory of where the focus was when using any method of changing items. However the cursor position and selection is saved and restored, even in Page View. You therefore have to get the focus back into the editor without disturbing the cursor (i.e. not clicking). Here is a recent thread on how to do that, and how to customise the shortcut.
But yeah, not using Page View also works. 
But it’s good to know the above trick anyway, if you do prefer keyboard to mouse navigation.