I also have this problem.   But, I am going to assume something here and someone can jump in and clarify. . . .

If you are a member of all existing departments you have created, then it doesn't really matter if you can see which department they are requesting assistance on.   Just like if you are a member of 1 department, it doesn't matter if the request doesn't show which department the user is requesting help on.   Here is my reason, whoever you are, you should know what department you work in.   If you work lets say in "Sales", then if someone request help in the sales department, you will get request but if they request help in Support and not sales, you won't ever see that request because you are not part of that department.   Does this make sense?

This is why I have learned to live with it because I am not going to see any request that is not in my department so I don't care.   I hope this helps