Add "Return to site" link on "All site settings" page
In my site, when I click the settings icon and choose "Site Information", the sidebar opens, as expected. When I click in there on "View All Site Settings", the full-page list of settings appears, but there is no navigation to get back to my site. I can only hit the back button on the browser. So, my suggestion is to add a "Return to Site" link on the "All Site Settings" page.
Jerome Sabety commented
Maybe all settings pages (site, list, library, etc) should appear in the space below the standard site banner, just like a normal page would, without the page specific links. This should be fairly straightforward to achieve. Some settings have several layers of links and constantly having to click back to site is perhaps annoying. Good web practice is to maintain the user context and there is no good reason to lose the top banner of a site.