I tried to add a form into the bottom of a long page using both Form Widget and Web Part, and if I leave the form empty and try to submit, the page will reload and jump to the form area and show the "please enter a value" message. I've also tried this in IE, FF and Chrome and all did the same thing. So I'm not sure why yours doesn't do it.
Also, if you are using the form web part, there is a property called "use update panel", which will make the form submission Ajax. So the form submission won't be page reload, but form reload which leave the page at the focus of the form.