This might be a bug. If it's not a bug, it is definitely somewhat undesirable:
I start WinBoard and choose "Just view or edit game files" from the WinBoard Startup menu.
I paste a PGN game into WinBoard, that was previously in memory, via the CTRL-V shortcut. The game loads fine and I then step through the game, a move at a time.
About halfway through the game I decided I want an engine's evaluation of the current position, so I select ENGINE and then LOAD ENGINE from the menus. I use the pulldown menu and select an engine from the list and click OK.
The engine loads fine, but if I then immediately select MODE and ANALYSIS MODE from the menus, the analysis given in the Engine Output window doesn't match the position on the board at all.
This has been the case for any PGN game I paste in and any engine I select. In the Engine Output window, the engine gives moves that are completely invalid.
It seems WinBoard isn't sending the current position on the screen to the engine, prior to my selecting ANALYSIS MODE. But yet the analysis I see isn't for a starting position either. (This was one such evaluation, which didn't relate to the position at all: Kc1 a2 Kd2 a1=Q Ke2 c1=Q Kf2 Qe3+ Kg2 Qag1#)
This is with WinBoard 4.6.0.
Of course, the work-around is very easy... I simply FIRST load an engine when WinBoard starts, via the WinBoard Startup menu, and paste the game in, step through it, and THEN analyze it.