The menu is not the problem here - most probably the code that filters your data in the page is not executed on second visit. You can debug your app to check this.
If you are performing the filtering in OnInitialized or OnInitializedAsync then it won't be executed by navigating to the same page. This is how the Blazor lifecycle works - those methods are called only once. You can try using a different method such as OnParametersSet or OnParametersSetAsync.
When I go to the loads page from the menu, it doesn't do anything at all, it never hit's the breakpoints, the URL changes to just /loads per the menu, but nothing happens at all (except for the URL change).
Local tests show that OnParametersSetAsync is called in such cases. Not sure why it doesn't work for you (and why it worked initially). All that I know is that this is how Blazor routing works - if the route changes to the same component it doesn't call OnInitializedAsync again.