If you go to any of the main tabs, like 'info', 'newest', 'active', etc. and then go to any other tag, etc, it will stay on the same tab.... So, for example, if you go to the Java 'newest' page, there are the newest java questions. If you click on any other tags on that page, it will go to the 'newest' tab of that other tag.
If you click on a question, and then click on the main 'Questions' page, it will come back to all-tags newest page. It remembers where you have been, and assumes that that is where you want to hang out, unless you tell it otherwise. This consistent behaviour is .... good.
This is true for all the tabs except the 'info' tab. That tab is not remembered.
So, if you are on the featured tab for ... Python (there currently are some featured Python questions....), then the system will store 'featured' as your last tab. If you click on another tag (something that is not on the bountied questions), you will go to that tags' featured tab as well (or after going here click here cobol). Now, on that COBOL page, go to 'newest' (and napalm the questions ... ;-) and you will see there is no 'featured' tab at all.
The system knows when there are no 'featured' tabs, and it will not show you, or go there, unless the 'featured' tab was the last place you went.