Index: wp-admin/widgets.php
===================================================================
--- wp-admin/widgets.php	(revision 31028)
+++ wp-admin/widgets.php	(working copy)
@@ -316,7 +316,7 @@
 	if ( current_user_can( 'customize' ) ) {
 		printf(
 			' <a class="add-new-h2 hide-if-no-customize" href="%1$s">%2$s</a>',
-			admin_url( 'customize.php?autofocus[panel]=widgets' ),
+			add_query_arg( array( 'autofocus[panel]' => 'widgets', 'return' => urlencode( wp_unslash( $_SERVER['REQUEST_URI'] ) ) ), admin_url( 'customize.php' ) ),
 			__( 'Manage in Customizer' )
 		);
 	}