@GregS Good question.
If you go into Marketing > Contacts > Lists and Create New List, as part of the filter criteria (which are the same as those available for the workflow) repeating steps 4-6 above will yield you the same outcome.
Spoiler
4. Click ‘And’
5. The select Deal Property again and Deal Stage
6. Then select the ‘has ever been any of’ filter and select your Deal Stage. This step is what recognises the change in Deal Stage.