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Sure you know what I'm going to ask!!...are you able post a workbook demonstrating the problem? It appears that there might be some conflict with the action filters (eg. one set to leave filters on de-selection)...but hard to know exactly without taking a look (what action filters are set up?, what are the source/target sheets?, what Dims are passed...etc.).
For an urgent fix, you could use this method
which should force the collapse of your Arrow Sheets, on de-selection...although in this case it doesn't sound like we need to go this far, and using the 'default' exclude on de-selction should do the trick.