When the diff operation is executed from the branch explorer by double-clicking a branch or a changeset a, external diff view is opened.
As soon as a new changeset is clicked the diff view reloads and displays the new changeset diff info.
Sometimes it is interesting to keep the diff view static so you can open multiple diff views and take advance of the information displayed.
You can open a static diff view by keeping the "shift" key pressed while double-clicking a changeset or a branch. Check the gif below. First, it shows the regular behavior and then it uses the "shift" key mode.