Hi Omri,
I did some investigation, this is the behavior "by design", the AFP was created as a new framework page and some of the features were modified.
At the beginning the behavior was totally different and then we added this support
for the old behavior as per customers' requests, only in this way that you have
to open the iView in order for it to display as dynamic iView.
See KBA - 1667868 - Changing the new Dynamic Navigation behaviour to old one in Ajax Framework Page(AFP).
Changing it, is more a feature request, so I think that you'll have to
contact your SAP contact person.
Regards,
Tamar