You could try adding a data-ajax=false on the anchor tag.

Linking without Ajax

Links that point to other domains or that have rel=external,
data-ajax=false or target attributes will not be loaded with Ajax.
Instead, these links will cause a full page refresh with no animated
transition. Both attributes (rel=external and data-ajax=false)
have the same effect, but a different semantic meaning: rel=external
should be used when linking to another site or domain, while
data-ajax=false is useful for simply opting a page within your
domain from being loaded via Ajax. Because of security restrictions,
the framework always opts links to external domains out of the Ajax
behavior.

Reference - http://jquerymobile.com/demos/1.0.1/docs/pages/page-links.html