Loading the SQLPS module gives you quick access to the sql cmdlets, sql provider and the SMO assemblies. It also, infuriatingly, moves your location into the sql provider.
I (really) * (lots ) hate things that assume what I want to do.
You can use PowerShell to reverse this annoying, and arrogant action:
Will get you back where you were.
SQLPS is slowly becoming a civilised member of the PowerShell eco-system especially when compared to its first incarnation. A few more versions and it might behave properly.