It is the expected behavior on that page. It is actually the same data if you bring it up from Activity -> Sessions.
When the RMI query that pulls the sessions returns a null value, this constitutes a dead session. If the RMI call is successful, then the session state is taken from the result.
More details on Session status:
Active - means an active request is currently in progress for the session
Inactive - session is open but does not run anything
Dead - between the time user see the entire session list and the time he drills down to see the details of the session, that session might be gone and so the message that it is "dead". User can still see historical information about that session in PI (but not full session details)