The plugin’s generated logout links direct to the home page. If you are getting redirected somewhere other than the home page, then the link is being generated by wp_logout_url() and not by the plugin (which is quite common both throughout WP and other plugins which might need to display a logout link). You can filter that link with the logout_url filter to point wherever you want.
There is also an Advanced Options extension for the plugin available via subscription to the premium support site that provides this as one of the settings (along with a number of other related options).
