Hey @Seth783! Welcome to the forums!
When you open a level it will always put the player at the player start. If you want to go to a different level and back in the same place, you need to save their location and then as part of the level start, set their location with the saved location.
I am not going to tell you not to use a level as a menu, but that’s really heavy handed. You can simply pause the game and use an overlay UI- what is it you’re trying to go for exactly? Using the character as the interaction piece for the menu?
Get back to us soon! 