Hi,
This URL setting is the URL where the user will be redirected when he tries to access the cart or the checkout page while his cart is empty.
At the end of the checkout, you are on the thank you page, not the cart / checkout page.
If you want to change the thank you page displayed at the end of the checkout, you need to enter the URL in the "return URL" setting of your payment method via the menu System>Payment methods, supposing that your payment plugin provides that setting.
For the payment plugins we provide, they all have that settnig, but I don't about your payment plugin.