You could make a duplicate of the home activity page and call it the "return to activity" page and then put a link to it on one of the function keys and call that button return or something along those lines.

On the duplicate page you can assume they are "returning" to the activity and not starting it so you can take the remote commands off the button and put a straight jump to the end using component page (dvd player, cable box ect)

So in the end use they pick up the remote and start an activity on the home page. They decide to fire up their dvr or make some picture adjustments on their set and want to return to their activity. They hit the return button and pick the activity they were enjoying and bam there they are without resending all the turn on commands and macros.

The above mentioned would also work using a sensor on anything without discreet commands and using the if and then statements.