Yes a "go back" button would be nice.
But what you can do is : when you like a sound you save it to the current preset by pressing the MENU button. It displays "Done" and go back to the editor.
Then you click again 3 times this same MENU button to come back to the randomizer.
From there, after modifying your new preset, if you prefer the previous sound you can just press back.
Not as convenient as a simple "Go back" button i admit