Hello!
In a way this is expected behavior of the pagination feature as it reloads the page when the next list of collections items are trying to be viewed. Once the page is refreshed through pagination, the ‘current’ tab reloads therefore the “News” tab is selected again.
Here are a couple of forum posts that might bring some further insight as far as how to work around this or approach an experience like this differently:
Hopefully this helps, and feel free to bring up any more questions you might have 