This is standard Qlikview behavior, if I am understanding correctly. Assuming the fields listed on the first tab are the same as the fields used in the objects on the second tab then your selections will carry over from the first tab to the second.
Anyhow, whenever you select something in QlikView, all other affected views get automatically updated to reflect the change. The fact that you have a graph in one Sheet and the selection was made in another doesn't really matter. Sheets are just a way to logically separate the information presented to the end user, but you do NOT have a separate environment in each sheet. In other words, what you do anywhere in Qlikview will affect all your objects, regardless of which sheet they are placed in.