I've updated my CR-10 with the TH3D_Unified2_Creality_Melzi firmware (thanks Tim for making this available) and I noticed that when I select cancel print from the LCD menu, that the printer raises the gantry, homes X/Y and then moves back to the position at which the print was cancelled and buries the nozzle into the print.
Is there a setting that I have missed?
Edit - forgot to ask what "Host Start" on the LCD menu is for?