Share your experience!
Part one of your issues is normal behaviour except maybe the time delay but that could be down to the amount of messages stored or app you may have running in the background
Part two is the way Xperia devices are setup by default and has been mentioned before as a preferred setting
Part three is also normal as using mobile data will use more power as your device will need more power to maintain a connection and more power will be used if the connection is weak
Then all my devices have the same bug of not returning to the main message screen