How can you say that when it is exactly the kind of behaviour my box displays? Must depend on the type of device then.
Then something wrong with your box. The normal boot process (after LE installed once) checks if the sd card (and after the usb drive) is bootable (kernel.img is present) and if not then boots from the internal memory. If something else happens then there something went wrong. Maybe your box has a wrong bootloader.
So you are saying that if I boot from LE (on SD) to Android using the "boot to internal" option from the menu, leave the SD card in and reboot again from Android, it will go back to LE automagically without doing anything?
Yes.