Please consider changing the list page preferences to remember the project selected when moving from the Project >> View page or Entity >> View page to any entity list page by clicking on the "View list page" icon.
In other words, if I am viewing Project A and I click on the "View list page" icon to view an Issue list page, I want to be taken to Project A's list page. The same should apply when I am viewing a Risk for Project B, for example. If I click on the "View list page" icon on the Risk >> View page, I should be taken to the Risk list page for Project B.