If you are just on the initial screen of a transaction, there's no state to lose when you navigate away and come back. In the case of your ME31K example, you are already several screens into the transaction at the point where you want to navigate away. If you had enough information to navigate away and then replay ME31K to the point you left via a script, you could do it. You'd need to remember all of the user's input, though, and the more of that there might be the more difficult it is. For some transactions that might be possible, but at the point you've got to in ME31K, I don't think this is practical. It may not even be possible.
Steve.