Hyperlinks to web pages in Keynote

I am using hyperlinks to web pages in a Keynote presentation. I want to return to the presentation after the hyperlink. I notice that when I activate a hyperlink, the keynote presentation leaves the screen as though it is closing and it's replaced with the browser showing the web page. I must then click on the Keynote icon in the dock to get it restarted. Is this normal behavior or is there a way to keep the Keynote presentation active on the screen BEHIND the web page?

When I was using PowerPoint (in my PC days), the presentation was always active on the screen while hyperlinking to a web page.

Thanks for any help. I am a novice with Keynote.