Out of curiosity, what version of Tableau Desktop and Server are you using?
Regardless, that behavior does not look to be by design. It would be best to open a support case. Please include a .twbx of the workbook that is experiencing the unexpected behavior, as well as the screenshots above. If you can include a copy of the local cube file (cleansed of sensitive data if needed) that would greatly expedite the support investigation.
Lindy - thank you for the reply! My account rep at Tableau was looking into it for me, but I have not heard back yet.
I am running 9.2 on Server and Desktop.