This is by design and is correct. 

When creating selections via the selections area in Marketing and Communications these will always be created as static selections.  Further when searching for selections while creating segments only static selections will show for use.  A static selection is like a snapshot of your database. Only the records included when the selection is first run are included whenever the selection is used again. The same records are included in the selection until it is refreshed manually or as part of an automated process.  Using static selections in activated efforts enhances processing speed and enables them to open faster.