In general, clicking the dashboard tab should probably reset the segmeng filter. If it doesn't, there needs to be a UI element (similar to the "Website" box) that shows the filter currently applied and permits you to remove (or change) it.
I do see that the date range persists across screens (both the actual range and the UI element) so the "filters" or "segments" UI element might be added in that part of the screen instead of the website area.
Thanks for the report. you are correct this is a bug. We wont fix it because 1) we will rework the whole thing 2) we are adding custom segment editor which will display the segment http://crowdfunding.piwik.org/custom-segments-editor/
so these will fix the bug (just will take a few weeks)