Normally, that will show photos with the keyword and all of its descendants, so I don't know what's happening in your case. Please post a full-resolution screenshot immediately after clicking the right-arrow. Make sure the the filmstrip is showing by doing Windows > Panels > Show Filmistrip. (Make your thumbnails as small as possible if you want.) This could give clues as to what's going on. It should look like this:

I just noticed that there is a settings icon for the Keyword column. I opened it and found Hierarchical under View. I selected it and now it shows the hierarchy. Now it works correctly. I am fairly new to LR. I have been working with it only a few months, so there is still a lot I don't know about its features.
I wonder why this would not have been set by default? I didn't know it was there, so I don't think I changed it before, unless I did it by accident, and didn't notice.