[whpalmer4]

Go to Project mode. Select the projects of interest in the sidebar. Right or control click and select Focus from the popup menu, or use View->Focus on (names of everything you have selected). Press cmd-2 to switch to context mode, or use View->Context Mode. You should now have a window showing nothing but actions from the set of projects upon which you focused. Tweak the view bar settings to get you the data arrangement you prefer, and save as a perspective. Grouping and sorting by project

My guess is that you didn't do the focus step. Yes, clicking on a project in the sidebar does "focus" on it by not showing anything else, but OmniFocus also has a more focused "focus" when you use the Focus feature I described.