Whilst a patch for the bookmark navigator is now available in the Feb 2022 (v2.102) release of Power BI Desktop, the bookmark navigator feature still does not support effective usage of multiple bookmark groups.
The Feb 2022 patch now ensures that the bookmark navigator (for a particular group of bookmarks) is completely deselected when another bookmark (outside of that group of bookmarks) is selected. This (whilst an improvement compared to the Dec 2021 release) is still a issue that does not effectively support multiple bookmark groups.
An acceptable solution is to have the bookmark navigator persistently showing the last selected bookmark (from the bookmark group the navigator is referring to) until another bookmark within that bookmark group is selected. This should persist for any number of other bookmarks (outside of the bookmark group the navigator is referring to) that are selected. Please acknowledge this remaining bug.
PBI Desktop screenshot with reported bug (v2.100 - Dec 2021)
PBI Desktop screenshot with improved patch but bug that deselects all bookmarks still remains (v2.102 - Feb 2022)
PBI Desktop screenshot with requested fix (solution that supports multiple bookmark groups)
This remaining bug is not the same as the Nov 2021 bug fix ICM: 273860700