what you have to remember is that the new pages are exactly what they are called - PAGE navigation. So, if your page was last left in the ‘open bookmark’ position, then when it navigates back to the page it will retain that setting (just as it would if you navigated using the native tabs on the report)
You need to look more closely at the BOOKMARK navigation. IT is possible to group your closed bookmarks together, and use that group name as the navigation group so that the user doesn’t see the open state unless they click that button. see attached (I’ve added bookmark navigation buttons to your current setup)
the downside to bookmark navigation is that the highlighted bookmark won’t be the current location - unlike page navigation.
Also, note that the hover, color, etc could have been changed on the “Select Page” button in my previous suggestion - I just didn’t do that as I was just providing an example and didn’t have a lot of time. 
the hover and press states were different on the button, to indicate that now you were going to the selected page.
eDNA Solution - Bookmark Navigation.pbix (25.5 KB)