I understand the UI may not be clear, but this is currently working as intended and not a bug.
"Web" and lenses are grouped together by the little divider to try to emphasize this, and while we could hide the lens toggle, it seemed more convenient to be able to go right to lens results rather than two clicks. Additionally, it reduces the amount of shifting in the UI by not changing it between pages.
However, while we currently only support lenses for regular search results, we do intend to expand support for applying lenses on all other tabs as well, sooner than later. As such we'll keep this filed as a feature request - once we ship that, it should become more intuitive as you rightfully expected.