What you described is the expected behavior, since Slicer by default shows image slices aligned to anatomical axes (and not to the image axes). Click rotate to volume plane button to align slice views to image axes.
If you use a recent nightly version of Slicer (I would recommend it) then in Segment Editor module you can see a warning button next to the master volume selector in case of non-image-axis-aligned slice views during segmentation - clicking the button aligns the slice views.