I just tried this in Poser 7, and it seems to be the way it works, sadly.

Applying a hand pose sets keyframes on the hand and digits you specify - good - but it also, bizarrely, sets them on the lights. In fact, other seemingly unrelated things set keyframes on the lights... Like rendering...

As you suggest, applying a saved partial pose sets keyframes on all body parts (yeah, and the lights too). I checked the pose file that I'd saved in an editor, and only the selected actor was in there; so this does sound like a bug.

A pose file edited according to DarkEdge's suggestion will also set keyframes on all parts, unfortunately.

The best I can suggest is to open the animation palette (a most under-used and very handy item) and delete the unwanted keyframes. This may quickly become tedious. :(

It's possible this has been fixed in a version later than yours or mine.