Views Criteria Filter - Changes Affect Master Display
Yes, that's the default behaviour. But you can change it easily.

When you're editing the filters in your cloned display, look to the top of the dialog. You'll see a select list like this:



That select list determines whether the changes you're about to make are applied to the whole view, or just the display you're working on. If you choose "This xxx" (where xxx could be any number of things like page, etc), the changes you save will not apply to the other displays.