Currently, when moving from one report to another, the segment changes to the default. It would be ideal for the segment selected to stay the same while moving between reports.
This actually occurs only when using the Frequently Viewed and Recently Viewed items. We are treating this as a bug, so please submit through Customer Care if you haven't already. We do not process bugs through the Idea Exchange.
This has been fixed in production as of 15 October 2014. All settings and parameters (dates, metrics, segments, etc.) are now correctly maintained when you use Frequently Viewed and Recently Viewed.