If you open the Shotgun browser in Max and assign a shot and then switch to Nuke the same version/task/sequence etc is all still there and has to be cleared.
We originally thought it’d be nifty for it to be sticky cross-application. Your aforementioned use-case definitely shows that it definitely isn’t, though 
… I’ll switch this up to be sticky on a per-application basis.
Ideally this would be sticky per-scene file. Many of us work on more than one shot/Element in a day. 