I can confirm this on 4.4.0 Preview, it also happens in 4.3. I create an AnimGraph with a State Machine. Two States. I create transition rules and save.
All is okay.
I duplicate this AnimGraph. Then I promote one of the transition states to shared, save the document.
Still okay.
Then in one of the other transition rules, I tell it to use a shared rule. Save.
Now it is being marked as dirty every time I open the AnimGraph.
Thanks for the feedback. I was able to reproduce this in 4.3 but it works fine in our newest internal build. There is a small chance you will see the fix in the full 4.4 release but most likely it will be in 4.5 or later. And of course you have the option to download the master branch from Github at anytime that includes this fix.