Right click closes the menu and everything that counts as a menu (Save, Load, Memories, etc), it's a built-in Renpy function.
The Back button just basically jumps to another menu. "Back" does not mean a return to the previous screen, it's just a name for a button that executes a certain action.
The presumably most common case of you visiting characters' CGs or SCENEs is from the "Memories" menu, so the Back button returns you to that "Memories" section.