Using segments in custom reports is very powerful. However it creates an issue when users are browsing around the different reports.
If I have no segment applied and I view a custom report with a segment pre applied I see the segmented data which is good. However when I browse on to another report the segment is sticky and applies to all other reports. This can be confusing for the user since they may not be aware that viewing a specific segmented custom report will result in other report views being segmented.
So custom reports with segments should not result in a sticky segment selection. However it is still desirable that if a user selects a segment via the drop down that it remains sticky until such time that they view a custom report with a applied segment.
Also subtle on page warnings could help uses establish if a segment is applied to the page.