Could you confirm the Operating System on which you are using F-Secure Safe browser?
On Android you can simply go in the user interface to Settings>General>Set homepage.
PS: I moved you post to the relevant board.
Maybe will be good... if F-Secure team can to give more good explanation.
But probably here just available feature about "Pin to start".
It's mean.. you able to "pin any web-page under main menu of phone", which will be related with:
-> quick access for current page.
-> some kind of quick launch F-Secure Safe.
-> can be kind of "home page".
Probably Windows Phone version without feature about "home page" as default... and able to use just bookmarks, tabs, recent things.... and current feature around "pin to start".
And probably it's related with Windows Phone things of browser-component, which based on Internet Explorer. Where also same situation and maybe able to use just workarounds for "stuck" around home-page (which you want to use). Or will use "pin" or recent/tabs/favourites.