The problem occurs when the  "Key columns for linked data" is not set. To enable the "Key Columns for Linked Data":

1). Open the Analysis.
2). Select Edit>>Data Table Properties.
3). Select Edit>> Key columns for linked data >>Select the Key Columns
4). Click "Ok" and Save the analysis.

The following is from the manual.
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Key columns for linked data: If specified, lists the columns that have been specified to define an identifier for all rows in the selected data table. Key columns are used to identify rows when markings, tags or bookmarks are saved with a linked data source. However, there is no guarantee that a selection always can be reapplied even if key columns are specified since a selection of a visualization item might include references to other columns than the key columns.
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