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When you impersonate a user, Liferay adds a "?doAsUserId=<TOKEN>" parameter to the url. When you click somewhere, that parameter is probably lost. In your case, you can:

a) Copy that parameter and add it yourself again, when it is lost (inconvenient, but it might work)
b) I guess, you or some contractor did some customizing. Whoever did that, has to make sure that that parameter is always attached to all urls.

Option a) is probably sufficient, if you just want to check something. Option b) requires some work and probably some changes/fixes on your theme or applications.

Just to add to what Christoph is saying -- if you are creating <portlet:actionURL/>'s in your view, you could also swap those out to use the ext taglib version that Liferay provides, changing the tag to <liferay-portlet:actionURL/>. If you do that, then you can use attributes on the tag to impersonate either the group or the user.​​​​​​​
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<attribute>
   <name>doAsGroupId</name>
   <required>false</required>
   <rtexprvalue>true</rtexprvalue>
</attribute>
<attribute>
   <name>doAsUserId</name>
   <required>false</required>
   <rtexprvalue>true</rtexprvalue>
</attribute>