Normally, after clicking the delete button in gridview, the record will be deleted and the page will refresh, but the page number in query string is lost. This is not always the case we expect.
Yii Framework Wiki
Wiki articles tagged with "pjax"
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Pjax on ActiveForm and GridView - Yii2
Here is a example on how to use Pjax with GridView (yii\grid\GridView) and ActiveForm (yii\widgets\ActiveForm) widgets in Yii2.
How to use GridView with AJAX
With the adoption of PJax on Yii2 things have change quite a bit with GridView when it comes to work with them in AJAX mode. It will probably be confusing at the beginning, but then you will soon realize how powerful the new approach is.