Well, the behavior of that button should be to take you to the page that is the one where the main shortcode [businessdirectory] exists on. You can only have that shortcode on one page in your site.
Is that the issue? (Two pages with that)?
In your example above, I’m assuming /sample-page is the page where the shortcode is supposed to be (since you’re not listing the site, which might help). Is that the only page with it? Or is it an entirely different page? Or is that the literal URL you see?
None of those are normal for the directory–as you noted in the demo. The Directory button should return you to the main directory page.
You may have a conflict going on, although the first cause seems more likely.
Here is an article about how to test for theme and plugin conflicts with Business Directory, which may help pinpoint the issue: https://businessdirectoryplugin.com/support-forum/faq/how-to-check-for-plugin-and-theme-conflicts-with-bd/
Failing that, contact us here with a link to this forum thread so we can continue the discussion: https://businessdirectoryplugin.com/contact/