Your delete button is doing a postback to the page and that is the reason, you lost the last page state.
One simple solution is to use view state to regain to the last state.
The best solution, I see is stop doing postback. Instead use ajax to cater this situation.
For more details of view state, check kb articles,
http://msdn.microsoft.com/en-us/library/ms972976.aspx[
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Got me!
cheers