It's a choice. tmux uses the "alternate screen" capability, the same way editors like "vi" do, which (according to man tmux): "preserves the contents of the window when an interactive application starts and restores it on exit, so that any output visible before the application starts reappears unchanged after it exits."

To change that behavior, put the following in your tmux.conf:

    set -g terminal-overrides '*:smcup@:rmcup@'
    set -g status off