The side bar on the dashboard appearing when clicking on a data set is nice, but:
You can't click on the data point in there to view constituents, gifts, etc.
When you want to a create list it opens on an existing tab.
We don't need to create list to view the individual data all the time. Sometimes you just want to have a quick peek to see a constituent or gift in the data set. This is also useful to do a quick fix on the record.
When we do actually want to create a list, it is best to have it open in a new tab instead of taking us out of the dashboard. It is annoying during presentations to keep navigating back to the dashboard after creating a list. Sometimes we just want to jump back to the dashboard while having the created list opened in a new tab for quick data comparison.