It seems that when opening "My Risks" the user is automatically shown what they were last viewing; not necessarily "All". Shouldn't the view default to "All' every time in order to ensure the user is immediately aware of everything they need to action?
I see, I have a similar problem with the risk register (https://ideas.nintex.com/ideas/IDEA-I-6109). I agree you should have an option to see "all risks" across the platform.