Hello,
I think that your custom scripts on loaded pages (loaded fragments) are not executed as JQM strips everything from markup and developer needs to be careful on where custom code is placed, please see:
So when your second page is loaded via ajax it is stripped from all code, content except of one that fits into "page" definition and this content would become your new page. If you want custom code on each page see that linked thread of possible solution. Also your event won't be fired as there is no window load event when page is injected into existing dom.
regards,
Peter