Is this a bug with Lightning Experience? Further checking this issue, I found this basically related to caching that implemented for Lightning Experience.
There is a setting under Setup | Session Settings called Enable secure and persistent browser caching to improve performance.
Once this caching disabled, I do not have that experience/issue anymore. Since this caching will improve user experience overall, so I do not suggest to disable in production, but only in Sandbox when you need to configure the user interface a lot.
From Salesforce documentation, enables secure data caching in the browser to improve page reload performance by avoiding extra round trips to the server. This setting is selected by default for all orgs. We don’t recommend disabling this setting. However, if your company’s policy doesn’t allow browser caching even if the data is encrypted, you can disable it.
We've added secure data caching in the browser to improve page reload performance by avoiding additional round trips to the server.
This feature is available in Lightning Experience only.