When running 1.7.x if we tried to open a link into the admin section but we weren't logged in, we could log in and it would automatically bring us to the page we had first tried to access.
After upgrading to 1.9.2.2, after login, we are always brought to the default page (in our case that's the Orders page, but for most people, it is probably the Dashboard).
For example, clicking a link to edit a product: http://example.com/index.php/customadmin/catalog_product/edit/id/481/
If we were not logged in in 1.7.x it would ask us to log in, then bring us to that. Now it brings us to the default Admin start page.
Update 3-22-2016 - More Details
Cache and compilation are disabled.
I have tried disabling all modules that have <use>admin</use>
in their config.xml files. In fact, I have tried disabling all non-core modules.
After doing so I log out, log back in, copy a URL to order, log out, visit that URL, login, and I still get rerouted to the Dashboard/Orders page.
I have tested this on a new install, and a fresh install (new store) - both have the same result.