While being in a view you still see the currently running jobs on the left under "Build Executor Status". If you click on one of the links there, you'll get to the right page, but the view you were in is added to the url and to the breadcrumbs bar. This happens for all views, independent of whether the clicked job is displayed there or not. The view, however, must exist for the link to work.
I'm in view "A" and see a job running on the sidebar, which is not shown in the current view. When I click on the job name I get to http://jenkinsdomain/view/A/job/MyJob/. I would expect it to link to http://jenkinsdomain/job/MyJob/ however.
This leads to no technical problems, but a slightly worse usability and user experience, since the parent element in the breadcrumbs might have nothing to do with the actual job, and because bookmarks might break as soon as a view is renamed/removed.