That’s not currently a feature. If you redirect them to the main sheet list page for signing up, there will be text links where they can return to the calendar (if they don’t submit the form), but the signup form itself is an html posted form to the server, so it will just reload the page it is on. The signup form page and the sheet list page are actually the same page, it just shows something different on the page depending of if the form has been posted or what arguments are set in the URL.
Going back to the calendar page after the signup form is submitted would requiring processing the form before WordPress starts to output page headers (before it starts to process the shortcode that displays the page content), and then forcing WordPress to redirect to a different page. Not as simple as it may seem, and it would require modifications to the main/free plugin, as the calendar plugin is not handling the signup form if you aren’t using the popup signup form.
You can certainly add this as a feature request, and I can try to figure out if it’s possible.