The "All Loads" screen will show all load statuses. "My Loads" will only show certain statuses. You can select which statuses you want to see under "My Loads" by editing your User.
Click on Users
Click your Username
On the right hand side, there is an area "Assigned Load Type"
Hold down the "Ctrl" key on your keyboard, and click a status to select it, or deselect it. Highlight the statuses that you want to appear on "My Loads"