I just tried it, and the same thing happens to me if I try to use the play button--but if I click the forward button, it goes to the next slide like it should.
It looks like that when you press play, you're continuing the slide, so it reaches the end of the slide again and executes the Advanced Action yet again to jump you back a frame, basically throwing you into a loop.
Sorry, I hadn't come across this myself before, since I use a custom next button set to Go To Next Slide-- it skips over the end of the slide and doesn't execute the Advanced Action again, avoiding the loop.