The area you circled is correct and your observation of the Slide is also the correct operation (great pictures, by the way). The Magazine Follower initially holds the Slide open after the last round is fired. When the Magazine is removed, the Magazine Safety rotates to continue to hold the Slide open. So without a Magazine inserted, the Magazine Safety should lock back the Slide when it is pulled back.
My check list for the problem (most common to least common) is:
1. Wrong Magazine or bent lip on the Magazine (have you tried a different Magazine?)
2. Missing Magazine Safety Spring.
3. Worn Magazine Safety Stop (the "hook" you circled on the Mag Safety).
4. Not enough bend in the Magazine Safety (it should be slightly bowed, not straight).
5. Worn Slide notch.
Your problem has to be one of those starting with trying a different Magazine. Hope that helps, Tom.