Here are the details of the issue and the solution:
1. Created a tab to appear on Top Link Bar from:
SiteSettings --> Look and Feel --> Top Link Bar
2. created the link with absolute URL like http://server:port/site/../pagename.aspx
3. Navigate to the tab from top link bar. See the tab is not highlighted:
4. Edited the URL from Absolute URL to Relative URL. Removed the server name.
5. Navigate to the tab from top link bar. Now the tab is highlighted: