By default Textadept can only switch to the previous buffer in the buffer list, not the previous buffer actually visited. In order to switch to the most recently used buffer (z-order), put the following in your ~/.textadept/init.lua:

local last_buffer = buffer
-- Save last buffer. Useful after ui.switch_buffer().
events.connect(events.BUFFER_BEFORE_SWITCH,
              function() last_buffer = buffer end)
keys[YOUR_KEY_HERE] = function()
  if _BUFFERS[last_buffer] then
    view:goto_buffer(last_buffer)
  end
end

where YOUR_KEY_HERE is your desired key binding (e.g. 'alt+l' for Alt+L.)

You can also bind a key to ui.switch_buffer(true), which lists buffers in z-order.