To me this is expected behaviour, as I have had this happen to me occasionally. Once the user clicks on the ad, the back button is tied to whatever application is then opened. It's normally either Google Play or your phone's browser.
In Google Play clicking back will typically take you straight back to your app. However, in your browser, pressing back will either take you back to your last previously viewed pages (like pressing back in a browser), or if there isn't any, then back to your app.
Once the user clicks the ad, control of the back button is out of your hands, really.