Changing to a new page from a page that has been previously loaded using AJAX (external page) triggers a removal of this external page. This seems completely logical and you can also disable this behaviour using data-dom-cache="true".

However, when it comes to dialogs the removal of the previously loaded external page is probably not what you want (regardless of what data-dom-cache is set to) because it's most likely that closing the dialog should show the underlying page again.
Currently this triggers a reload which also means that all modifications to that page (checkboxes being checked, filled forms etc.) are gone.

Expected result: If the new page is a dialog the previous page should not be removed from DOM.

Online test page:
http://jsbin.com/alijiy/5

There's also a post on stackoverflow addressing this problem:
http://stackoverflow.com/questions/9364424/why-is-jquerymobile-reloading-the-page-on-dialog-close