I don't know if that behaviour was from an older VFP version but I don't remember it. Am I getting Alzheimer's? Somebody put me out of my misery :-)
Since VFP6 if you do a select that involves one table and is 100% optimisable, it will just show you the actual table with a behind-the-scenes filter set. If you add the NOFILTER clause to the SELECT, it will always create a temporary table with the results.