It sounds like you don't have a base tag in your header. When using friendly alias paths (so level1/level2/page.html or something similar; Articles uses this by default) that will cause issues like the one you're describing.
The easiest is to add this to your header:
<base href="[[!++site_url]]">
but you can also change the link_tag_scheme system setting and Wayfinder's &scheme property to 'full', to have them both output complete URLs to the pages which gets rid of your problem as well.
I'm pretty sure this behaviour hasn't changed since Evo, except in Revo you can configure the link tag scheme so you can avoid the base tag
I think Evo might not have had the friendly alias paths on by default tho, so it wouldn't be obvious in default installations.
PS: you might want to update to 2.2.5 - many small fixes in there that make Revo a more pleasant experience.