jQuery Mobile uses Ajax to load pages and the asp.net web forms postback model simply doesn't work with this default behavior. Your only option (other than moving to a different server side technology) is to turn off Ajax loading. Using the PostBackUrl attribute on a button performs a server-side redirect.
You will need to turn off Ajax loading on your <form data-ajax="false">
tag and/or button. <asp:LinkButton data-ajax="false">Continue</asp:LinkButton>
. I am not sure what behavior the PostBackUrl will introduce.
asp.net MVC is a much better choice if you want to stay with a Microsoft technology. I have also had success using straight html files for my markup and then connecting to asp.net (web form) asmx / web services if you really want to stick with web forms but this this will require heavy use of JavaScript and client-side programming.
Ajax loading is used mostly for performance and to come closer to native acting applications. If your application is intended only for intranet use or a limited audience, you can likely get away with just turning it off.