When a new segmentation is created, its visibility is turned on by default. However, when the corresponding image is non-visible (on the global level (i.e. turned off in the Data Manager)), turning on the data management synchronization of a MxN window changes the visibility of the segmentation to non-visible.
This may seem sensible, but I don't think the global data should be changed in any way by turning this option of a render window on/off. Whether this behavior was implemented on purpose or it is a bug, I think it should be removed.