Hi! I'd just like to add - I have a similar setup to drscott and have the same interaction in PBI Desktop. It seems to show up differently for the same .pbix file in the Power BI Service versions of both the workspace and app reports.
In the app - When I hit my "Help" button equivalent to drscott, the bookmark navigator is totally deselected (allow deselection is off) and doesn't have any saved bookmark selected.
In the workspace - The same deselection occurs, but even more weird, when I close the 'Help' menu, if I click any bookmark but the default first bookmark, the navigator shows the first bookmark as selected, whilst showing the display state of the actual bookmark I selected.
Could this interaction please be checked as part of the March fix?
drscott I'm not sure if you've already flagged this too, but when you hit your "Close help" button are you finding it deselects your bookmark navigator between Shirt/Bike too, but only in the Service?