when the player is in play mode the back button will go to the previous screen in your case the list of episodes. Now the player is in a list view. if you want to go to the previous screen from here use the << button. it will go back to the previous screen which should be the list of podcasts. If you use the back button from a list view it will go back to the main menu. It is a bit unintuitive but the clip sport, jam, and sport plus all work this way.
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