multiple X11 term in 3.8k

I played with new this feature of X11 terminal and the behavior was not what
I expected.
Perhaps this is a "feature" rather than the bug, but I'd like to hear confirmation one
way or another.

gnuplot> set term x11 0
Terminal type set to 'x11'
Options are '0'
gnuplot> plot sin(x)
(Plot sin(x) in window "0")
gnuplot> set term x11 1
Terminal type set to 'x11'
Options are '1'
gnuplot> plot sin(2*x)
(This opens the second window and plot sin(2*x), so far so good.
Now I want to go back to window 0 and _add_ cos(x) to the plot)
gnuplot> set term x11 0
Terminal type set to 'x11'
Options are '0'
gnuplot> replot cos(x)
(sin(x) plot is gone and I have sin(2*x) and cos(x) in windows "0")

Is it what suppose to happen?

Sincerely,

Dmitri.