This only affects those players who are able to see the mobmail of multiple characters such as Right Hand Men or those who have Corrupt Agents.

On the mobmail inbox page, when you choose a character from the "Show mail for" drop down the game will remember your choice and stick it that way until you choose to view another character, click View All or log out. There is also an option to disable this behavior in the Communications Options section for those who do not care for it.