Yes, it is irritating. I've taken to using one workaround or another to avoid the need for this feature as it doesn't work in current versions of Filemaker the way we'd like it to.
For More Information see: FMPA 11 Drop-Down List Bug 1
This is one of many acknowledged bugs that can be found in the Known Bug List here in the Report an Issue section of the forum.
It can also be downloaded as a database file from: http://www.4shared.com/file/8orL8apk/FMP_Bugs.html