As far as i know, you cannot do that. It would be nice to discover that conversation gets restored by some event, but I cant find one. In ugly way you could put boolean flag on firstBean and set it to true just before you start nesting the conversation. Then put page action on page1 that would see if flag is set to true and if so then reload entity from database.
Actually there is another issue form parent-to-nested conversation communication domain:
which you may face later.
Thanks Bernard for the answer. I've implemented a
refreshaction with a flag ... not very clean but it does the trick