The Nintendo 3DS firmware can run in four different modes. NATIVE_FIRM is the native running firmware for Nintendo 3DS software (including the Home Menu). SAFE_MODE_FIRM is used for safe mode applications, such as the System Settings and System Updater. TWL_FIRM is the Nintendo DSi's native firmware and it is used for Nintendo DS/DSi backward compatibility. Finally, AGB_FIRM is the Game Boy Advance's native firmware and it is used to run Game Boy Advance Virtual Console games. The NATIVE_FIRM is different for the New Nintendo 3DS.
It's a different firmware mode, thus it pushes you back to your regular sysnand when you back out.
As mentioned previously you can use CTRBootManager to setup autobooting, though daisychaining between firmware modes without cleanly resetting can be unreliable and often ends in red screen freezes.
I would most definitely not recommend daisychaining and then updating your emunand, as you might not end up in the right nand's settings.
If you happen to experience a chain of red screen freezes when trying to access your entry point, try cleanly starting up and shutting down the 3ds before messing with booting through your entry point again, as dirty shutdowns (holding the power down) from daisychain freezes can sometimes lead to this issue.